Thank you for you help!
It turns out that I was, as you suggested, using the variable $games_slug
, which is the slug I set for the post, instead of the correct post ID I should have been using.
It now works as it should!
Yes I have. When creating taxonomy terms using wp_set_object_terms are they meant to be created active/checked when they are made as default?
I am wondering if it is my coding at fault.