Yes, but they aren't particularly fun to play. Not in a traditional sense. They feel like work because they are.
Spacechem comes to mind.
Redstone in Minecraft teaches programming concepts.
Puzzle games of all kinds teach you to think in different ways.
There are games that teach languages, games that teach you how to operate machinery.
There is an entire genre dedicated to creating assembly lines and mechanical systems.
Here's the catch though. Most people don't find these things to be fun. Not in an action-y or exciting way. Maybe they appeal to you though.
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