I'm afraid this wouldn't help anyway. It would allow your phone to read files on the external drive, so if you wanted to play musics from it then great. It would also allow you to copy files there. But you won't be able to run apps from there (either via WiFi or OTG).
How much pixel density do you need? What resolution do you run these games at? The 390ppi density of those 2 phones is not high by current standards, but on the other hand I'm sure that you don't need the 570 ppi density of the S9. Quite often the correct question to ask is "what's enough?" rather than "which is higher?" - though as your phone usage is very different from mine, and your eyes probably are too, I can't answer that for you.
But I'm surprised you say that the S9 ever wins in CPU: both of those phones use Snapdragon 865+, which will handily beat the s845 of the better variant of the s9 (we'll not even talk about the Exynos variant, which lags behind the s845). I can't myself see any contest in the processors, especially if your main use is graphically-intensive games.
But assuming that your reason for considering these options is partly budgetary, have you considered the s10 or s20 series? You may be able to find models there that give you the higher density screen plus greater storage without the price premium of the s21.