bicycle_repair_man :
I disagree.
Recent games such as GTA V and The Witcher 3 are optimised for multiple threads, and as games become more demanding on hardware, this trend is only going to increase. If you can afford the Xeon, then go for it.
Looking at benchmarks for the Witcher 3 here: http://wccftech.com/witcher-3-cpu-benchmarks-fx-63008350-i7-4790ki5-4690ki3-4130g3258-oc/
We see that the i7-4790k pulled an average FPS of 84.4 versus an average FPS of 79.2 for the 4690k. That's a difference of 6% which is hardly anything to write home about, and I will stand by my assessment that it is imperceptible. Once you consider the fact that the i7 is running at 4.0GHz and the 4690k is only running at 3.5GHz, it is pretty clear that regardless of what the developer may have said, hyperthreading is not actually doing anything useful in this game and thus will not benefit the Xeon in any way in this game.
I can't look up benchmarks for every single game ever made but I believe if the OP were to pick a few of the games he is interested in and look up benchmarks for them, he would see that hyperthreading makes no difference and that any difference between intel CPUs comes down largely to clock speed (assuming a 4 core CPU).