"Sod (etc) that for a game of soldiers/skittles (etc)!" probably originated as military slang...ie among soldiers themselves. 'A game of soldiers' is something children play and enjoy, but there are, of course, elements of real soldierly life which aren't at all pleasant. So - when given unwelcome orders - real soldiers expressed their disgust by using the phrase, grasping that it wasn't really a game at all. Certainly the very first time I heard this it was in a military context many years ago.