Does QoS (Quality of Service) effecting internet connection when the chosen app is close?

If you set it up the only way it actually will have any impact it will continue to reserve the bandwidth for the game even when you are not playing.

It would be really nice if you could actually say "give my game priority" but it is impossible. You can of course on data you send out of your house because your router is in full control and can decide which packet to send and which to discard and in what order to send them. Problem is upload speed is seldom the bottleneck. Most people are exceeding their download limits. When this happens the ISP is say trying to send 12m of traffic down a 10m connection. It must discard 2m and the ISP will just randomly toss data away. By the time it gets to your router you can do nothing if it decided to toss away your game data.

So the only method that actually works and it is really not even QoS that makes it work it to throw away even more data for the "bad" applications and hope they slow down enough to allow unused bandwidth for your game. It is actually reverse of what you think you would do. Say you need 3m of traffic for your game and you have a 10m internet. You would limit all the non game traffic to 7m. This should leave 3m for the game. So you indirectly reserved 3m for the game. But since the ISP is the one actually controlling the traffic what is really happening is say you get 10m of non game traffic, your router will drop a extra 3m. So to the non game users they think they are only getting 7m but the extra 3m still ate your bandwidth up and your game would have been affected. The key that makes this work most of the time is that the applications detect this data loss and try to slow down to avoid errors. So eventually if things work correctly the applications will self limit themselves to the 7m to avoid errors. It mostly works.

The problem is you need a very special QoS on a router than can limit download speeds to a fixed value. Unfortunately this is also a fixed configuration it will limit the traffic even when your game is not running. In effect wasting the unused bandwidth.

Not much you can do the only real solution would be for the ISP to do it but I have only seen it offered on commercial connections.

When you control both ends of a connection like in a private enterprise network you can do just about anything you can think of with QoS on commercial routers. When you talk internet or consumer routers QoS is mostly a complete waste of time.