Sounds like either the ISP has limited the number of devices that can be connected to your internet, if through an ISP. Or the modem/router has been set to limit it. It is also possible that there is a bandwidth limitation on the account (with the ISP) and when the game is on it is using so much that the other devices are not allowed access. Also, it could be due to a monthly data limitation. All of these would have to be check with your ISP.