I agree that game playing support from the GUI/Kodi File Manager isn't the best currently. Probably will be a sub-par experience until a library is implemented in Kodi directly.
Game addons like AEL and IAGL play archived games with no issues since they can execute the right play command in code directly.
From the GUI/Kodi File Manager, it's not as straightforward, but you can do it by brining up the context menu and selecting 'Play' from there. You should get a window to choose an emulator when you select Play this way (assuming the format is supported by the addon).
If you have want to do the same thing with a CUE/BIN/ISO or whatever other format games commonly come in, it's slightly more complicated because a lot of those formats are by default video files in Kodi's eyes. To change that, you can edit your advanced settings file to remove specific file formats from video/audio/pictures:
xml:
<advancedsettings>
<videoextensions>
<remove>.cue|.bin|.img|.iso|.zip</remove>
</videoextensions>
<musicextensions>
<remove>.cue|.zip</remove>
</musicextensions>
<pictureextensions>
<remove>.zip</remove>
</pictureextensions>
</advancedsettings>
After you add this to advancedsettings.xml and restart Kodi, you should be able to again bring up the context menu and select Play that way. The settings above will ensure Kodi doesn't try and play the file as a video or audio file.