There could be a bit of both. The idea of the elevator game has been spread around, and when people go into an elevator with the intention of playing it, they are already in a heightened state of anticipation and fear. This can make them more likely to perceive normal events as something paranormal. But who knows? Maybe there are some things in this world that science hasn't been able to explain yet.
I think it's mostly superstition. There's no scientific evidence to prove that there are really 'haunted' elevator rides or alternate dimensions accessed through this game. People might just be experiencing fear - induced hallucinations or getting spooked by normal things in a creepy setting.