Are you saying there isn't a Games menu item on the main menu? If so select Cassandra --> Preferences --> Main Menu and check Games.
Sorry if this is not what you mean; it's either a pre-coffee thing for me, or your question/post isn't clear.
If instead you are asking why the games aren't already pre-loaded ... I would suggest it is a good way of keeping the live cd down to cd -vs- dvd size.