Indeed, the laptop does come with integrated graphics and, by default, it automatically switches to it whenever it runs on battery.

To ensure your MBP is running on the discrete GPU even when on battery:
  • Launch System Preferences
  • Go to Energy Saver
  • Turn off Automatic Graphics Switching

You should be all set. Not sure your battery life will improve, though. Games aren't usually conceived with energy conservation in mind. Always playing with you laptop plugged in might be the better solution.