It looks like escape rooms are official!  In September 2019, Merriam-Webster included “Escape Room” as one of 533 new words.

a game in which participants confined to a room or other enclosed setting (such as a prison cell) are given a set amount of time to find a way to escape (as by discovering hidden clues and solving a series of riddles or puzzles)

Using the term “confined” is a bit inaccurate, and not all games are designed to be escaped, but it’s a succinct definition nonetheless.