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So, no after drinking game reference of course. And any other things, those soldiers might have spent their money on... *wink, wink*.

Sounds you want to have the title reference more epic titles. I imagined it similar with the "Soldiers" and the "short" way, instead of a long journey. The Soldiers would have been a visual homage to the Lemmings title, as close as one could get away without legal troubles. For the short way thing, I thought about a movie where soliders return to home, but it turns out, the movie was called slightly different. But "long" is used in several titles. And what comes to mind, the probably best known epic about returning soldiers is the Odyssey - which turns out seems to be known as the Returns from Troy, but that seems to be not well established. 

I do not see a difference in Return and Returns. It is not a fixed term for this. You will find both in the net.

Hmm. You could blatanly use "Returns from Troi's" or something similar. Troi's of course being the tavern, run by Troi. It could even be more blatant by Odyssey back from Troi's, depending how well established Returns from Troy really is. I did not know it, and the movie coming out this year is also called Odyssey, like the greek epic.

Naming things is hard. Too many possibilities ;-)

But, is it a good pun?

To people knowing the Dear game, yes. But I am not sure if there is a game with that title. There is a "sir, you are..." game.

If there is no Dear game, the pun is lost. At least it was lost to me. Deer hunting games are very strongly established. The connection I made, was that the hunters are hunted by the deer. If your hunted animal was Rudolph the red nosed reindeer and the title would be "Rudolph, you are being hunted", it would be clear. But it would not have been a pun.

Is it okay to have a horror game title foreshadow its happy ending?

In my opinion, you cannot do this. If people know it is a horror game, they will take any such information as a twist adding to the horror. Including lying by telling the truth, and the suspense coming from expecting the horrible thing around every corner, and it never coming. Also, you literally tell in the description that there are two endings. From the title alone, one cannot infer much. A red balloon is just a symbol. It can stand for fun, but it is also the destruction of innocence and vulnerability. The balloon can pop. Fly away and make the child cry. And just look how the red balloons were used in the horror movie "It".

I did not put any significance into the color of the balloon, other than it being the stereotypical children's toy. What strikes most about the game is, that the balloon is the player's avatar. If you can manage to imply that with the title or the short text under the title, that might make the game look more interesting.

Like, "Be the balloon. Bring happiness. Or not?" or "Be the balloon. You can bring happiness to any home. Or can you?"

That's the thing with titles. They usually have context. You know it's a game, since you are encountering the title on a gaming site. You might know it's a horror game, since you browsed for horror games. You see the cover. You see the subtext. And interpreting the cover goes faster than reading the title.

If you want to change this combination, in my opinion, your titles are good, except for the mismatch in the deer game. If there is a dear game, the title is also good. The cover of the balloon game is very good. The cover of the lemmings soldiers game can use some improvements. Maybe an animated cover, or some epic references. The contrast of the red text on the cover of the deer game is bad. You could go blatant and add a circle around the "you" and an arrow from the "you" pointing to the deer ;-)