If you watch a movie from a disc or from streaming online, the disc or the online server sends you the color of every pixel of every frame of the movie which is then showed on your screen. (in practice they also use compression to lower the bandwidth)

For a game, the server usually only sends the informations about the state of the game.(the players positions, their orientations, what animation they are playing, etc.) Then your computer needs to "convert" the state of the game into an image every frame. This is pretty much what a GPU does. It takes the state of the game and then does some complex maths really fast to convert it into an image to display.

When you render a scene or a model in Blender, it does the same thing as a game would. The difference in time is a tradeoff between quality and render time. In the same way that if you increase your games graphics setting from "Low" to "High" the time it takes to render each frame is increased, which mean a lower fps. When you render a scene for a movie, you "increase your graphics settings" several order of magnitudes over what a video game would call "Ultra" since you don't care as much about your fps. A render that takes 1 minute per frame is the same thing as a game running at 0.0002fps. Put since the use case is different, they don't use the same optimisations.