In a world ruled by game theory alone marketing is pointless. Everyone already makes the most rational choice and has all the information, so why appeal to their emotions, build brand awareness or even tell them about your products. Yet companies spend a lot of money on marketing, and game theory tells us that they wouldn't do that without reason

Game theory makes a lot of simplifying assumptions. In the real world most decisions are made under constraints, and you typically lack a lot of information and can't dedicate enough resources to each question to find the optimal choice given the information you have. Game theory is incredibly useful, especially when talking about big, carefully thought out decisions, but it's far from a perfect description of reality