The point really is that this is not a machine that interfaces with the brain in the sense we mean by Mind/Machine Interface (MMI) technology. It simply connects an EEG to a reader that looks for specific patters and acts accordingly.
I think Nikolaj can understand that there's nothing particularly creepy about an EEG that lights a light or sounds an alarm when a certain pattern hits; such machines are used routinely for diagnosing such states as epilepsy, catatonia, and other malfunctions in the brain. We also use them to read emotional states, to some degree, such as agitation, and with more connections we can identify which part of the brain is functioning (e.g., we use one part of the brain to remember true events, another to for creating fiction).
What the machine is demonstrating is that with practice we can adjust our mental states to those which the machine is seeking. Thus if "calm" activates the alarm, then when we achieve "calm" the alarm activates; and if instead of an alarm we connect it to the blower fan under the ball, the blower fan activates.
The maze is interesting because it would require minimally three distinct mental states (moving the object forward, turning left, or turning right), and the ability to shift between them fairly quickly (or you'll miss your turn). It's still the same principle of a machine that reads your mental state, looking for specific conditions, and it was at least a few years back that I read of systems that could identify five distinct mental states to use as controls.
As far as using them as game controllers, one would need a tremendous amount of practice before changing between specific mental states was a faster action than moving a finger. We just have that much more practice moving fingers, and it probably requires a significantly smaller change in mental state to do so, and thus less "action".
--M. J. Young