Game theory is a well established branch of mathematics whose formalism has a vast range of applications from the social sciences, biology, to economics. Motivated by quantum information science, there has been a leap in the formulation of novel game strategies that lead to new (quantum Nash) equilibrium points whereby players in some classical games are always outperformed if sharing and processing joint information ruled by the laws of quantum physics is allowed. We show that, for a bipartite non zero-sum game, input local quantum correlations, and separable states in particular, suffice to achieve an advantage over any strategy that uses classical resources, thus dispensing with quantum nonlocality, entanglement, or even discord between the players' input states. This highlights the remarkable key role played by pure quantum coherence at powering some protocols. Finally, we propose an experiment that uses separable states and basic photon interferometry to demonstrate the locally-correlated quantum advantage.