You're making the grand assumption/implication that the monthly fee is to explicitly pay for the game that comes in the box.
Is it terribly fair for the tech support, graphic artists, developers, IT, etc etc to work for free? Think of the montly fee as paying for gas, oil changes, tune ups, new tires, tricked out stereo etc to your car. When you bought your car, those didn't come with it. You can't drive your car for long without those things.