While this used to be true (and mostly still is), the tide is shifting on this point. Games are using more and more cores. Overwatch, for example, uses 6. I believe DirectX 12 makes it easy/reasonable to use 4 cores, with some benefit to be gained with up to 6.

Not that it really helps with some games. Dota 2 is CPU bound for the moment, so if you play that a lot then maximizing single-threaded performance is probably the way to go.

Still, if I was buying a CPU today, I'd be cautious about going for less than quad core if I was interested in new AAA games.