Why doesn't Atticus like them to play the game

I think you are referring to the game they play involving luring Boo Radley out of his house. He  treats the kids with maturity explaining the reasons that Boo deserves his privacy instead merely telling them to stop. Basically Atticus tells them that Boo deserves his privacy and children have no right to bother him or play games at his expense.

What is the game that they play is called?