As a few others have mentioned, it's over-zealous IT co-workers you need to be weary of.
It also depends of the nature of the game..... I used to create bespoke reports and at the time the servers will chug away retrieving the data I queried and the results were far from instantaneous. During the time I was waiting, I would play Drug Wars (anyone remember that?). There was an avatar of the dealer in the top left (I think) and I'd hide that part behind a task manager window, so all that was visible was, predominantly, numbers. However, on close inspection there would be a list made up of the likes of Cocaine, Mescaline, Crystal Meth etc..
So, in short. Yeah, it's ok morally and technically to run a small simple game. Anything beyond is treading on thin ice.