I've been gaming since I was 8, and I've never experienced this phenomenon. Not once. Too bad, too, because it might be really entertaining. I don't even dream about playing games (that I remember--I very rarely remember my dreams any more, and they're always REALLY weird when I do).
On the other hand, I HAVE experienced this phenomenon when doing things like driving a car (assuming "intrusive reflexes" means what I think it does). If I don't pay attention while I'm driving home, I'll always automatically drive directly home. This can be really annoying if I need to stop at the store or get dinner on my way and for some reason I'm mentally preoccupied. I will pretty much always drive right home anyway. It's even funnier if I get home and then go OUT and I'm STILL PREOCCUPIED, because then I usually just drive straight back to work. Derp.
If I were to make a hypothesis about this, I would note several things:
1. With the kind of gaming I do, I'm always consciously active and engaged. I don't ever turn on mental autopilot the way I do in a car. I can't--I'd die if I tried. Most of the games I play are way too *complicated* for this kind of thing.
2. I don't think much about the game after I've quit. I might think about mechanical parts of the game, like, hmm, maybe I want X piece of gear after all, or I should probably re-think my build if I'm having trouble in raids, but I'm not reviewing events and images from the game. There's a clean break between "I'm gaming" and "Not gaming any more".
So, with those things, I would hypothesize that any activity which involves a high degree of automatization (what people call "muscle memory", which is dumb because all the action takes place in the cerebellum) will have this kind of effect.
If you actually have a PROBLEM with this phenomenon (which I doubt, but it could happen) I'd suggest setting up a context trigger for yourself, such as ALWAYS wearing your headphones when you're gaming and NEVER wearing them at any other time. Or something similar. Context clues like these will help you to shut off your over-trained habits. This always worked great when I worked in a sterile environment--when you were scrubbed in, you automatically did certain things. You didn't touch anything until you'd checked it was sterile. You held your hands right in front of your chest. You didn't lean forward or back. When you broke out of gown and gloves, you instantly assumed an entirely different set of habits.