How to denormalize many-to-many relation without nested select?
Nothing forbids you from adding another join, to games. Then you can add the games.game column in the SELECT list:

select 
  s.sid, s.name, xy.type, h.nature, g.game
from 
  students s 
  inner join sex xy on s.fk_type = xy.ROWID 
  inner join house h on s.fk_house = h.ROWID 
  inner join likes l on l.fk_student = s.sid 
  left join games g on g.ROWID = l.fk_game
order by 
  s.sid,
  l.fk_game;