This isn't the case of a game having better security than most banks (as Maynor says). This is a game company leaping ahead of some banks, because they realize they have bank-like security issues.The gaming company? Blizzard, maker of World of Warcraft. Their players were having their accounts stolen, and when they player logged on, they found all their stuff had been stolen. The solution, provide stronger user authentication (duh!).
So good for Blizzard. The do some pretty interesting things to keep security on the up and up, anyway. Perhaps not everything works, but they're trying. Puts them rather a ways ahead of a lot of folks these days.
And thanks for asking, but I don't play WoW myself. I lost too much of my life to Civilization, back in the day. It would way cut into my range time.