My intuition is that there are an (effectively) infinite number of ways that people can cooperate to their mutual benefit above which they can achieve alone. This is true on the individual-level such as two people building a shelter. It’s also true on the level of societies where economies generate wealth and value.

On a more physics-level, potentially fusion? I mean you’re giving up mass for energy, but I suppose that would depend on your definition of a game. My view on games is that this wouldn’t apply, as there are no players, but I’d also include your magic free energy machine in that. Games require at least one player.

A zero-player game is more of a system. Whether it is positive value generating really depends on what your parameters are. After all in some respects f(x) = x + 1 would be a positive-sum system.

If you’re talking energy as your system, then dark (vacuum) energy would be positive-sum. If you’re concerned about flour, then a watermill would be. Information products, such as software produce way more value than they take to create.

It really all depends on your definition and context.