I'm upset at my wife for playing a game later than when we go to bed
Why did she stay up so late?
We both like playing games, but they make us tired at night. So we compromise on on the time we go to bed when we play.
If she likes doing it and still feels rested there isn't too much wrong with it. You should let her do what she enjoys.
I'm trying to change her! She needs to listen to me!
It's pretty pointless to try to change another person. If she's happy, you shouldn't worry about it. If she's tired and grumpy, you can remind her of your agreement about bed time.