It's sad that they can only live in the online game world.
It's a pity that they can only live their lives in the world of online games.
"It's sad that"=「それはは可哀想だ」
"they can only live in the online game world."=「オンラインゲームの世界でしか生きられないとは」
あるいは、
"It's a pity that"=「それは同情すべきことだ」
"they can only live their lives in the world of online games."=「彼らはオンラインゲームの世界の中でしか生きられないとは。」