Married to the game can mean the person is married (obligated) to the game.
The game referring to: the rap game and or industry
the drug game
rap: "nah dog, i can't go shooting tonight, I'm married to the game and it needs me to go to sleep, i have a gig tomorrow"
drug: "the game isn't going to let me leave, i'm in this for the long run, drug dealer for life.."
Lyrics: Lil Wayne - Fireman - "Addicted to the game like Jordan and Payton.."
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