Are you using the PicoSystem CircuitPython image? As I understand it, ugame and stage need to be compiled into the CircuitPython image (you can’t install them via the driver bundle), but if you’re using the PicoSystem uf2 that should have been done for you.
Aha - looks like the necessary display stuff hasn’t yet made it into the version of CircuitPython you get when you click the ‘stable’ button, try this one from ‘absolute newest’.