I do, but I don't think you understand. Games have three parts:
- The program
- The user data (e.g., your progress)
- The game data (e.g., the levels)
Only the program has to be on the phone. These are usually around 30MB at most, and you can comfortably install over 200 of these without a problem.
The user data is probably going to be on the phone, as well, but doesn't necessarily have to be. This data is often small, usually much less than 1MB, and can generally be ignored in the grand scheme of things.
The game data can go anywhere, and it's up to the game developer where they decide to stash this data. Hopefully, the developer puts this data on the external SD card. Sometimes they won't. The reason why they wouldn't generally boils down to them not understanding their options or not wanting to support removable storage (if you removed the card, the game would have to download the game data again (possibly resulting in two copies in the future) or tell the user to re-insert the card).
My S III has applications that run using the data from external card. I have had games with hundreds of megabytes of game data not on my phone. But it's not something I did or can control.
(To be honest, even though it is not difficult, Android could be slightly better about some of the interfaces for doing this. I assume since the Android lead is anti-removable storage, leading to Nexus devices that don't have removable storage, the Android OS developers have little incentive to improve this area.)