If he is dedicated to the world and his character, that's sufficient. Hes a fantastic actor. buuuut...
I would suspect that him playing the games would not make him "think of the world or the characters of Fallout as elements of a game." but I'm not Walter Goggins. Realistically, hes just not into video games with major story campaigns and doesn't understand they're just a different form of story telling media. He's thinking of video games as exclusively as an avenue of competition, mastery, or challenge.
So I think hes wrong, but I don't know that it matters that materially.