Bell nonlocality does not imply violation of nonlocal games

Nonlocal games offer a conceptually clear way to reason about Bell nonlocality. However, we show that as originally defined, and most commonly used, i.e. with a deterministic predicate, they cannot be complete witnesses of nonlocality. Concretely, we prove the existence of nonlocal behaviours which do not violate any such nonlocal game. Furthermore, we also show that quantum mechanics can produce these game-classical nonlocal behaviours. We prove that this phenomenon exists in every bipartite scenario $(X,Y,A,B)$ with $X,Y\ge 2$ and $A,B\ge 4$.