If I were a game maker, I would create a game in which has similar used and similar aspects as the game "sad satan" and "no players online" but with more things to it, and also the game would have it's own mind in which would try to prevent you from completing the game. And also would put files about messages in your computer, and activate your disc Rom to freak you out. It may have the chance to shutdown your computer, but who knows.
And yes games with the ability to put files, activate your disc rom, and even shutdown your computer exist online, mainly in exe games, and very few rpg horror games like "party 2".