Codemasters new game isn't just scaling very well with multiple processor cores but also demands a lot from the graphics card. At high resolutions the VRAM of some graphics cards is insufficient already. We benched an ordinary race with Fraps.
I'm not sure about CoD an Battlefield (never interested in the series anyway, now totally lost in dozens of sequels), but that Starcraft2 requires a bit more graphics power, then years old AoE3 or even WoW&W3 (which are as old and had outdated graphics even when brand new) shouldn't be a suprise.
I can't see any reason of getting 9400 GT (unless where you buy has weird pricing). You can get 9500 GT for the same price (even with 20$ rebate). And even better just invest another 15$ and get yourself 4670 or 9600GT.
But even with 9500GT you can run COD5 fine on Max up to 1280 resolution.