Just to confirm the game really did fry my GPU. Fortunately it had warranty and they replaced it but damn, it seems they fucked up badly. Never happened to me before.
No game or program can fry gpu. Your gpu was at fault.
Usually what tends to happen is that most of games don't actually utilize most of gpu. Game is either rop bound, memory bandwidth bound, shader bound and other conditions which make gpu run at 100% but not really.
If game comes that actually is well balanced engine wise in all aspects then you get true 100% utilization and this is where faulty gpu can "fry itself" as its fault was hidden by simply gpu not being used in full.
Kind of how CPUs 100% in your game has nothing on AVX512 100%
Either way your gpu bios should have seen temps getting too hot and switch off gpu first if it was poorly cooled. If temps were ok for it then some other part of gpu failed that would fail either way.