"I'm not going to give up that fast! I reserve the right to stop playing this game if these amazing computer graphics show me human figures dying on the screen while they beg me to stop and negotiate instead, but that hasn't happened yet."
Thellim also resolves that she will not violate her deontology at any point while playing this game - no attacking anyone who doesn't attack her first, no denouncing factions just because some other faction demands it of her. It's hardly a deontology if you switch it off just because somebody else tells you something 'isn't real'. Maybe this extremely suspicious fantasy-scifi world's plot twist will be that the people inside Civilization V are real. She hasn't been through exactly that morally educational prank as a child; but she's been through enough morally educational pranks to be suspicious, anytime someone saunters up and presents her with an extremely reasonable excuse to switch off her deontology.
(Her Civilization does have zero-sum games, and even army-maneuver games; but they're all played with abstract pieces, not pieces supposedly representing sapients in any way.)