Are you sure the 2nd card is shutting down while you are playing games? How are you testing?
You might not be aware, but when you are at the desktop or when in a low power state, CCC shuts down the 2nd card to conserve power. If you are alt-tabbing to test if the 2nd card is shutting down, it correctly shutdown the 2nd card.
If you are in windowed mode to check the status, it will also shutdown, as CF doesn't not function while you are in windowed mode.