It's not a "season", it's a series. A series that has nothing to do with the Duel Monsters series. Nor is it called "The Shadow Games" (why do I feel the redundancy of calling it that when all the other series, outside of the cash-in spinoffs which I've barely watched, focuses on the Games of Darkness as well?).
It /is/ called The Shadow Games because that's what it's more based around, that's what everywhere I've seen calls it at least, and it does have to do with the Duel Monster series since it's based off the first few mangas.
Also, it /is/ still a season, just the very 'first' one. =w=
If you've seen the uncut anime for the first few episodes, you'll see that some parts are the same for the first few or so episodes. They just cut out Miho-chan. >.>