I don't think they need to make their games FOSS to do right by the consumer. If you have an online game and no longer want to support the server part, it would be super cool to share that code, but at the very least companies shouldn't be trying to shut down community servers. The same goes for the game itself, the source code would be very cool, but not going after people who still want to play the game they've chosen to no longer support seems reasonable.
If a company is ending support their ability to enforce copyright should also end, outside of people that are trying to profit off trying to resell the game as their own (which probably doesn't happen all that much).
Depends on your goals and what you are willing to risk to achieve them. Some people throw paint on priceless art, some people light themselves on fire, some people yell at people on the internet. Any protest is a cost-risk evaluation.