Keeping track of all games that you play can be quite the burden. It is not if you only use a single platform to play games on, say Steam or Origin, but if you use several, install games on their own, play Flash games and maybe also emulates games, then you may be forced to use multiple means to manage them.
While you can add third-party games to some clients, Steam supports this for instance, it is not possible to add Flash games for example as you can only add executable files to these clients usually.