No, Sonic, you shouldn't need to reboot EVERY time you want to play one of those games, just sometimes, when Windoze gets into a funky state after toiling at other stuff for a while first.
Simply try to run the game, and if it doesn't work, then reboot and run it.
(You MIGHT want to pay attention to what you do on your computer in the cases where it requires a reboot and see if you can't narrow it down to one culprit that gets Windoze into that state....)