Here are some games with mathematical aspects. I'll provide links and a little commentary.
Factorio - This computer game is all about logistics: How many gears can this conveyor belt move every minute? What ratio of copper to iron do I need to produce enough electronic circuits? Where did all these bugs come from?
Baba is You - You get to rewrite the rules to this mind-boggling puzzle game while you play it.
Tandis - One of the most visually interesting math games I've ever played, in which you transform 3D objects in fascinating ways.
Euclidea - You can learn a ton about geometry by building up a construction toolbox in this browser game based on Euclid's Elements.
The Witness - You have to discover the rules to solve the puzzles in this acclaimed computer game.
SET - An absolute classic centered on identifying visual patterns among a collection of cards.
24 Game - This arithmetic game can be played on pencil/paper, but I've linked to an online version that also tracks the empirical difficulty of the challenges.
Snugglenumber - Roll the dice, place your numbers, snuggle some numbers up next to each other, and learn about place value.
Hyperbolica - Euclidean geometry isn't the only possibility. Jump into hyperbolic and spherical worlds, and explore them in first person.
Threes - A sliding/combining tile game in which equal numbers combine to form their sum.
DragonBox - I haven't played around with it yet, but it seems like it's just algebra repackaged in a fantasy theme. However, the dynamic interactivity seems like it could be a pleasant change from pen(cil) and paper.
Super Algebrawl - Unlike some "math games" that ask you to "Solve 3x-9=18" to get past the next obstacle, this computer game has you numerically combining the powers of your minions in various ways to match the strength of oncoming enemies.
Logic Puzzles - I'm linking here to Alex Bellos' books, of which Puzzle Ninja has info on a variety of grid-based logic puzzles to solve.
Hanabi - A cooperative card game in which logical reasoning is necessary to make sense of your teammates' clues.
Qwixx - Every player has a choice to make no matter whose turn it is in this dice game.
Liar's Dice - Lots of dice, probability, and deceit in this one.
Patrick's Parabox - If you've ever wondered what "recursion" means, this game is for you.
Bombe - If algebra generalizes arithmetic, then Bombe generalizes minesweeper by allowing you to define general behaviors that the game then uses to automatically solve puzzles for you.