First off, the GHz don't add up in a quad or dual. a 2.5GHz Quad does NOT mean a single core 10GHz CPU. It simply means a Quad that's as fast as a single core 2.5GHz but with 4 of them.
As said above, if the game supports multi-threading, the tasks would distributed among the 2 (or 4) cores instead of 1 core, thus allowing the tasks to be processed up to 4 times faster. However, the game must be multi-threaded, if it isn't, a 2.5GHz Quad will function like a 2.5GHz single core CPU.
However, there are always some programs running in the background, thus additional cores will help alleviate the load off of the CPU, so a dual core would normally be faster than a single core.