The biggest problem with Bender's Game was that the whole section with them being in the DnD world just came out of nowhere, made no sense why they would be there, and at the end when they came out, had no real bearing on anything else.
I liked everything in the real world, and everything in the DnD world, they just didn't work mashed crudely together like that.
Still, I think it had overall better jokes than the previous movies.