They make perfect sense in this scenario. A game company is paying for physical hardware, electricity, bandwidth, etc. to run the game server(s). Hardware fails and older OS may not work on new HW. Or the game server software may not work on newer OS, especially if there is custom C++/networking code that was compiled against an older OS version. Maybe they are looking at very long list of security vulnerabilities that are un-patched because shit is old.

Its irrational to think a company is going to keep game servers running forever and that somehow they are "stealing" from you because you purchased something nearly 20 years ago.