As someone who enjoys and plays a lot of survival type video games, I don't think the sleeping bag is of any particular significance to the two suspects apart from the obvious uses for it.
In games like The Forest, Stranded Deep, The Long Dark or Green Hell a sleeping bag or camping shelter is most often the save or respawn point (the place you start over from should you perish in game). It's a common mechanic.
Basically it's usually an accomplishment to create shelter and be able to sleep and survive another night in these types of games, one of the first priorities. Rust is a more extreme example because of the multiplayer aspect which can foster griefing, bullying/misogynistic behavior and harassment. I do enjoy the single player versions, though, and I'm a middle-aged mom who could not fire a gun if her life depended on it. It's lots of fun pitting myself against the elements.
I think it's pretty far fetched to think any of these games teach actual survival skills, however, or even encourage a survivalist mentality. And being good at clicking a mouse in a timely manner does not make one knowledgeable about handling guns. I've always found those kinds of assumptions (that surface in the media) rather absurd being an avid gamer myself. Just like watching a Rambo or Terminator movie doesn't automatically give you combat skills. If the two young men broke with reality it's because, imo, one or both of them was predisposed to do so and had underlying mental issues.
I am no fan of Rust because of the nasty online culture surrounding it, but I'm doubtful it plays much of a part in the larger narrative. In terms of establishing motive for the killings and so on.
I'm going with two angry young suicidal men, who felt they weren't given the opportunities they felt entitled to. Raging at societal norms, wanting to give a final "eff you" to the rest of us.
JMOO.