This is definitely a bug in the Type Cover 2 keyboard software/firmware, not hardware: I have two of them and they both do it, while it does not happen with USB or Bluetooth keyboards.
And it does not only happen in games. It also happens in Windows Explorer with Shift, Control and Alt keys (it does not seem to happen with normal keys there).
For example, open a folder and shift-click several icons to create a multiple selection, but keep the shift key down for more than 5 seconds while you are doing it. The shift key will then be locked after you release it, and further clicks will add to the selection. Pressing the shift key once will release the lock. Same with Control and Alt keys.
Needless to say, this is absolutely maddening, also because something weird happens and you never really know which modifier key got locked. I wonder if they can even release a firmware patch for Type Covers: we may have to buy new ones when (if) they fix it.
I noticed this week that stucked keys happen in Windows on the dektop, too.
The only thing that helped was reboot the Surface Pro 2. I am using the touch cover. It certainly is a driver issue.
I really hope this gets addressed quickly.