Problem is solved.

When I had posted this question, I was still trying to find issue on my end. After a lot of hit and trials, I felt that if the problem is because of Internet, let's check who's using Internet.

I closed my OneDrive and other apps that consume Internet in background.

Firefox was also using Internet in background. I ended the processes of Firefox and restarted my PC. But issue was still there.

Again I checked who's using Internet. Same story. But I was surprised to see Firefox again in process list of Task Manager, even when I didn't start the Firefox browser.

I tried setting a few config false to disable auto start in background, but it didn't work. Then I noticed it was using my CPU from 70% to 80%. And it would use CPU only when it is connected to Internet.

So I thought this might be messing with my games.

When I couldn't fix the browser problem, I asked a question on Superuser about this specific problem.

So all problems were originated from a few crypto-currency malwares. Once the browser got disinfected from malwares, the game problem was fixed!

It was very weird thing. Never imagined there could exist a malware like crypto-currency mining malware.