No, they are not annoying. This is a very useful new concept in Debian, I believe that once you understand it, you can see how nice it is.
All those packages are installed as dependencies of the metapackage 'kde'.
You are trying to remove one of it's dependencies (kdegames) and that's why apt-get want to uninstall all other dependencies and the 'kde' itself.
If you want those packages, but not the kdegames, you should install those packages by hand (or at least those starting with kde, that I think most of them are metapackages also).
It can be new in Debian, but only relatively new in Ubuntu (I believe is in some new version of the apt system), but quite old in Gentoo. And it was one of the things that I missed most in Debian.
But it wasn't easy to go through the three operators. To shorten the story I'll tell you only how it ended. The operator told me that, as my Windows was an OEM, it was attached to the machine and there was no way to cancel the license and if I wanted to return Windows I'd have to return the computer too. For an instant I agreed, but soon it came back to me the idea of the "married sale" (NT: A practice that is considered unlawful here in Brazil and consists of selling a product together with another without leaving an option to acquire either one alone). I already had a look at the bill and Windows and the computer are listed individually there. I told him politely: "I see here that the Windows and the computer are listed individually on the bill. I'll contact the PROCOM (Consumer's Protection and Defense Foundation) and check the possibility of refunding of just one item, after all, it is illegal the practice of "married sale". Answer: "Please stand by for a minute. I'll check the possibility of canceling your license. After about 3 minutes the operator asks me "What is your license key?"
"If value corrupts then absolute value corrupts absolutely."