Small problem for Linux ? Sure. Big problem for Linux user? Of course.

Any competent packager would of course split the thing into suitable
packages.

In case of a game and related data files, the game itself would be in one
package and all the huge data files could be split e.g. so that there's
one level/scenerio/campain per additional package (depending how huge they
are).

I think this suits nicely to the model how shareware & ID software worked
earlier. You get (open sourced) game and some single player tutorial/demo
level as package(s) (maybe included into the distributor's repository) and
based on how much user likes this, s/he can then buy the full game. When
the demo level is finished, user would see something like: "Demo ended,
buy the full game? [enter <publisher>'s show]" which would open Browser
to the shop.

The non-code level data could be packages in publisher's own repo which
provides them in general packaging formats (RPM/DEB/tar.gz). As data files
don't have dependencies, these can be installed to any distro version.
Only game binary package needs to be recompiled & separate for each
distros' distro versions and that could be done by the distros themselves
if the game source is open and this is agreed with the publisher.

I'm not sure how one could get copy protection to this. DRM doesn't work
very well and isn't approved by anybody. Maybe this kind of games should
have some kind of network element where user needs to log in with his/her
game registration?