Every Windows release is a large collection of distinct features, which are installed on the system through components. Some features or services have external controls which you can set using reg values, and others have no user-serviceable parts. If you want to remove the features which can't be addressed by reg changes, it requires special knowledge to carefully remove the unwanted components.
NTLite's free edition allows you to remove a limited set of components. To unlock the full set of removals requires a license.
Simply put, you're paying for the developer's time looking at the undocumented side of Windows, and to investigate/fix bugs that occur when components are removed (because they may have unexpected dependencies).
The less Windows code that runs, the faster and smaller the operating system becomes. And in theory, allows your games to run better because they're not competing for system resources or attention.
There are many non-official modded ISO's out there, but the problem is you don't get to choose the features to remove or keep. Someone else has already made those decisions for you, and you may not get any support in many cases. It's up to you to decide if you want to make the investment in purchasing a license, and learning how to make your custom Windows ISO.