Having a completely different scene collection for different games is perfectly fine. It does minimize the number of active sources OBS is juggling and can reduce the processing overhead.
However, something to keep in mind is when switching scene collections, a few things happen. OBS will try its best to activate all the necessary sources it can, but if there is a common source (such as a webcam), then there is the possibility of the camera not being able to be activated in the new scene collection because it's still active in the old one, which means having to deactivate/activate manually after the scene collection change.
Safe? Yes. It's not going to break any layout setups. Reliable live? Not really.
Also, even when it does work in bringing back all the needed sources in the new collection, there's a noticeable blank period during the transition that may be too much for your taste. Personally, this is the biggest reason I avoid using multiple scene collections unless I know a certain collection will only be used for a specific purpose group and will never be switched live (i.e. a collection for stream, a collection for non-live recording, a collection for VR, etc).
The best thing to do honestly is to go through and minimize the number of sources OBS has to process when they're not being used. Media sources can be set to unload when not visible, video capture sources can be set to deactivate when not in use (although with this one, there may be a delay when activated again... there are ways to hide this, but it's inherent tradeoff).
