Here Romeo is referring to the second proverb, “When the game is at its best, it’s best to leave,” meaning “Quit while you’re ahead.” He rewords the proverb making puns on the words “game” and “done.” The “game,” the women to be pursued at the party, were never so fair, so beautiful, and yet he’s “done.” He’s not done in the sense that he’s finished flirting with the women — he’s not even going to make an attempt — no, he’s “done-in,” crushed by Rosaline’s rejection.