Morning @Lourdes - this might be one for Meraki support. I can't for the life of me figure out how that could be working. I assume you're using Layer 7 Application rules to blocking Games as per below so all traffic will hit the MX ruleset.
Darren OConnor | doconnor@resalire.co.uk
https://www.linkedin.com/in/darrenoconnor/
I'm not an employee of Cisco/Meraki. My posts are based on Meraki best practice and what has worked for me in the field.