Not always Is it an online game or a single player game and even then there’s nuance.
If it’s something like A JRPG (Ni No Kuni etc.) or the like you can usually pause in a menu (unless in a cutscene) , or leave it hanging in a turn based battle but can’t turn off untill you find a save point (I hate pausing as it still racks up the playtime counter so skews your idea on how long it took you to beat the whole thing.).
If it’s something like Horizon zero Dawn, or Ratchet & Clank (Rpg), you can save and pause at any time (unless in a cutscene once again).
A lot of Indies, My Time At Portia, Celeste Slime Rancher, Ooblets, Subnautica etc. have a save and quit button so are good to save.
Some single player games (Genshin impact is a great example(can be played online with others but requires constant Internet access to play)) let you pause at any point apart from when in the equivalent of a dungeon (some let you and some don’t) and in order to pause you have to leave the dungeon or fail due to it being on a timer and if it’s a good run, you’ve been at it for hours and you look like beating it this time, it’s horrible to have to leave.
Most other single players have an instant pause button or a quick save button so should also be good.
Now the problem arises with online,
If you are on a team game, Splatoon, Rocket league etc. you can’t pause mid game and if you leave it ruins the rest of your team (be it randos’ or friends’) experiences and will most often cause a loss as the team is a player down (plus it most often penalises the player for dropping out or going afk (away from keyboard) and may eventually lead to an inability to play that game online again if done too often)
Single player online games like Fall Guys etc. can’t be paused, yes you can quit out but you loose all your earned points for that game if you do and yes it only hurts yourself but think of being near the possibility of winning because you are playing good and then being forced to Abandon it, not a great feeling.
I have understanding parents that would say things like “Can you pause when you’ve got a minute.”, to which I’d reply “I’m just [insert thing I’m doing here], I’ll be about 5-10 mins.” etc.
It creates mutual respect, it shows me they understand and it shows them I’m willing to come, I’m just currently stuck and will come when the game allows me to do so. Also I wouldn’t start the next portion/another match if I didn’t think there was time if something was planned (e.g. tea being ready for 6pm etc.) and they also know I wouldn’t use it as an excuse to carry on playing if they wanted me for something.