You can. They cost a bunch more, though, and the things that make them (and the chipsets they sit in) valuable as server CPU’s – high core counts, thermals that allow than to run for years, support for stuff like ECC RAM – aren’t helpful for gaming. They typically have fairly low clock speeds, because they’re expected to run all day and all night without ever turning off – the opposite to what you want for gaming. The motherboards they sit in have features (like dual CPU slots) that don’t benefit gaming.
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