I don’t really have a link, but you might be able to find something talking about game server protocols. Outside of LAN, usually you’re either connecting to a central server, or a peer relay. With a relay server it’s just a proxy between you and the other players to hide your IP from others.
There’s plenty of cases in games that didn’t do this where malicious actors could find the IPs of the people they’re playing with and DDoS them to give themselves an advantage. Knowing someone’s IP will also probably tell you extra info about them like what city they’re in, and open them up for further hacking.