Earlier quoted context omitted.
I think you are misunderstanding the article. The point is that when the game is considered as a computation, the problem of figuring out who is going to win is not computable. Like every discussion of the halting problem, this is about whether or not a program exists that can calculate how some other specific program will behave.
I understood that, but question whether it's meaningful to say that is therefore more complex. Complexity theory just doesn't apply? (Or does it?)
The usual complexity classes of decision problems, such as P and NP, are subsets of what a Turing machine can solve, and so are weaker complexity classes.