It was a comment that upset many in the audience, and also didn't make a lot of sense. There is no context in which Dungeons and Dragons doesn't involve real people - it is a role-playing game played by real people.
Peet went on to explain that she's become a huge fan of the HBO fantasy drama, and has to keep her husband from spoiling it for her.
History is full of terrible predictions – from the Decca Records exec who told The Beatles that they "have no future in show business" a year before they broke big to the patent office director who said, "Everything that can be invented has already been invented," back in 1899. Peet's first reaction to Game of Thrones fits in nicely among these classic instances.