It's certainly a fantastic film, one of the best I've seen in the past few months. But yeah, you make a very good point on games and movies being fundamentally different media, despite the similarities they share. There are plenty of games out there that can move you and make an impact, just like some of the best examples of cinema -- but games don't have to follow the same rules or the same paths to get there.
Interestingly enough, I'd say the game that gave me the closest thing to the experience I had with Let The Right One In, was another recent release; Tale of Tales' The Path. It's an immersive, unsettling and not particularly fun experience, but there are elements and imagery in there that really stays with you. And it's the fact that it's not exactly what we've come to expect from a game, but it's nonetheless an interactive experience, that makes it all the more poignant, IMO.