It's because your movies are encoded in Dolby Digital, DTS, etc., so your receiver gets the stream in a format it can decode.
Normal PC game sound isn't encoded in any standard home theater format; it's just raw sound.
What you need is a motherboard that has Dolby Digital Live or DTS Connect. This converts your PC audio to a Dolby Digital or DTS stream on the fly, so your receiver can decode it as surround. There are also soundcards that do this.
NEVER buy a motherboard that doesn't have Dolby Digital Live or DTS Connect. It's mandatory, in my opinion.