You only need to open ports for incoming connections, when others are connecting to your PC. Most of the UDP ports games use are outgoing, i.e. your game initiates connections to some gameserver which needs those ports open (destination ports). The games will likely work without you opening any ports, since outgoing traffic is allowed on most ports.
It is an issue of outgoing "source" ports vs "destination" ports: only destination ports need to be open, and that's usually when you run some type of server.
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