Welcome to Android Central! The two main possibilities are:
1. The intensive requirements of the game are overtaxing your phone's CPU and/or battery, causing the device to shut down. If the phone is heating up significantly while you play, that can lead to a forced shutdown to protect the circuitry (as well as prevent the battery from exploding).
2. If you installed this game from any place besides the Play Store, there's a significant risk of malware; or, the game might not ordinarily be compatible with your phone, but forcing the game to install using an APK can lead to significant system instability.