This thread is really making me realize how many people just don't know what critical thinking is... :\
Problem solving is not the same as critical thinking. No puzzle or strategy game, that I can think of, has any significant critical thinking component to it.
Wait, just thought of one exception. Social deduction games, like Among Us, when played with live chat, will train critical thinking. Critical thinking is about figuring out if this information is lying to you (edit: or otherwise flawed in some way) or not, and if so, how.