To cancel something is to no longer do something at a future date. If the game was originally planned to exist in a year but no longer does, that meets the definition of cancelled. The OP question is strangely worded - how can you miss a game you were never able to play?
If an online only game comes out and is shut down sooner than the developer intended, it’s accurate to say it’s been cancelled.
Shut down is the correct term. A cancelled game is a game that never released. No need to muddy that definition.
To cancel something is to no longer do something at a future date. If the game was originally planned to exist in a year but no longer does, that meets the definition of cancelled. The OP question is strangely worded - how can you miss a game you were never able to play?