Game platforms have different impacts on player experience in terms of affective states and workloads. By studying these impacts, we can uncover detailed aspects of the gaming experience. Traditionally, understanding player experience has relied on subjective methods, such as self-reported surveys, where players reflect on their experience and effort levels. However, complementing these subjective measures with electroencephalogram (EEG) analysis introduces an objective approach to assessing player experience. In this study, we examined player experiences across PlayStation 5, Nintendo Switch, and Meta Quest 2. Using a mixed-methods approach, we merged subjective user assessments with EEG data to investigate brain activity, affective states, and workload during low- and high-stimulation games. We recruited 30 participants to play two games across three platforms. Our findings reveal that there is a statistically significant difference between these three platforms for seven out of nine experience factors. Also, three platforms have different impacts on play experience and brain activity. Additionally, we utilized a linear model to associate player experience aspects such arousal, frustration, and mental workload with different brain regions using EEG data.