Why did you not mention what game it is in your post?
What!!! Trust no one!!!! find out what it is before you send her back to his house!!!! in detail record if you have to...did she feel uncomfortable when she asked you that question" will her father get in trouble"? no girl...if to you the game that she showed you they played looks twisted it is...she must have REALLY felt uncomfortable to ask you that question!!! what must be going through her head on the way back home..what she know about trouble of an adult, she love, and trust she shouldnt have no worry for an eight year old. dont leave it alone...dig to get more information.
My son recently told me some stuff and he said he was worried he would get into trouble my telling me or I would get mad and I'm very open with him. So yes, I believe it! You can explain to her that you don't like the game the father is playing and you will have to figure out something to do about it but she's not going to get into trouble and you will try to handle it without getting him in trouble too.
Its hard to tell with out more information, what kind of inappropiate game was it ,how many others played it, did it make her feel bad .?