If post_type is This or This

Use a switch statement and combine your matching cases.

function set_custom_post_types_admin_order( $query ) {

    // If not admin or main query, bail.
    if( !is_admin() || !$query->is_main_query() ) 
        return;

    $post_type = $query->query['post_type'];

    switch( $post_type ) {
        case 'games':
        case 'consoles':
        //case 'other_example_match':
            $query->set('orderby', 'title');
            $query->set('order', 'ASC');
        break;
        default:
            return;
    }
}
add_action( 'pre_get_posts', 'set_custom_post_types_admin_order' );

Hope that helps.