Outer space is the perfect place to set a video game. Knowing the limitlessness of science and the sheer size of space makes it the perfect place to pluck from to create a cool new mythos for a video game. Take the recent Prey reboot for example, placing up in space against enemies that could take any shape or form. Not only does it put us up in space, out of our element and safety zone, it then takes way our sense of comfort to by giving us enemies that can literally be anything.
Think of that as one minor example, and peep this video about the 6 worst things that have happened in (video game) outer space.