By default, you have exclusive copyright for every creative work you produce, which means nobody is allowed to distribute it except you unless you give them explicit permission.
The purpose of a license is to give the end-user rights they would normally not have. So when you don't add any license terms whatsoever, it means your end-users have no right to redistribute your software. Technically, they don't even have the right to use your software. That's what an End-User License Agreement is for. As you certainly know, it is common practice to have the user agree to it with a click during the installation of your game and also drop a copy in the directory where it was installed for later reference.
All the creative commons licenses allow non-commercial and unchanged redistribution, so when you want people to receive copies of your game only from you, the CC licenses are not what you are looking for.