CPU ( Central Processing Unit ) is a generalized processor that is designed to carry out a wide variety of tasks.
From Controlling input-output, managing RAM Controlling and Rendering Graphics, audio, etc.
A CPU is the core component of any computer system without it any computer cannot function or even boot.
The Graphics Processing Unit from its name is the component of the computer that deals with graphics processing calculating geometries and shapes, rendering colors, rendering, encoding, and decoding of graphical information.
GPU serves one and only one function in the Computer: rendering graphics. On the other hand, the CPU has a more generalized functionality.
GPU in Modern Games
Games are most of the time entirely graphic calculations like RPG games, FPS, Adventure Games, etc. So, they demand very demanding graphics processing as the game is completely rendered on the runtime, and in today's modern games nearly replicating the real world with high-definition realistic shadows and features like moving hairs in the fun while interacting with the character demands a lot of graphics computations. And as we know that GPUs are solely designed for the purpose of graphics rendering which makes it a lot easier and fast to render games.
That's why some of the modern games requires GPU to run smoothly