I'm pretty sure it happens all the time, actually. When you consider how often non-expert lucid dreamers get overwhelmed, even in lucid dreams, by our dream environments and how dream characters are really just parts of the dream environment that behave like people, one can deduce that a lucid dreamer who doesn't currently have a lot of control over his/her lucid dream can easily get overwhelmed by a dream character, in a game or otherwise.

Also, the post you quoted about someone dealing with dream characters who all thought they were the real dreamers reminded me of a story I heard from a lucid dreaming YouTuber, GizEdwards. He mentioned a time when he was with a dream character, in a lucid dream, and he tried to see what would happen when he told the dream character that it was its dream. The result was the dream character seeming to gain control of the dream and Giz becoming powerless. Lucid dreaming is fascinating.