I’d never heard of it, but it looks like the usual English term these days is “room escape games”. Found this article: http://www.bjreview.com/Lifestyle/201605/t20160527_800058059.html

I put 密室逃脱 into google translate. It came back as Escape Room. So, we do have Escape Rooms in the US. They are rooms where you and friends have an hour to try to figure out clues and get out of a room.