I've told them to go away. Game developers usually do their best to produce an immersive experience and this often pays off with visually grand spectacles like BioShock: Infinite and Dishonored with the graphics turned up to 11, or through fascinating storytelling cues such as found in Braid and Skyrim.
However, there are some generic features that are sprinkled throughout most games that reach into my head mid gaming session and pull me out of the game, through the screen and back into reality - and although the graphics of "reality" are somewhat better than most commercially available games, I've never really played a game to remind me of the existence of the actual outside world.
Boss fights fall into one of two categories - the throw everything you've got, or the well-timed attack. Having to pump round after round into someone that just won't go down is one of the most annoying features of any game, requiring virtually no skill and being entirely dependent on the weapons available at the time of your last save. Even worse is the tendency to leave an RPG just lying next to the entrance, with only one round, or to forget any kind of cover and just have an open room. These serve no other purpose than to to stretch the length of the game in punctuated stints and should be abolished by EU law.
After a DVD is finished, it is as simple as removing the disk from the machine. Games require a little more finesse, what with the necessity for saving and the possibility of losing your progress; sometimes complicated procedures are required. The first Assassins Creed forced you to exit to the animus, exit to the main menu, select profile again and finally allowed you to quit to desktop. A simple "quit to desktop" should be mandatory for all PC games. This is one of the only fallacies encountered in PC gaming.