Yes, the game will change. But keep playing it with her when it does. It's kitty now, and it will be something else later.
We all want a little time to ourselves but -- do you have only one kid right now? Is this more about not wanting to play when she wants you to, and it's not about being tired because of a new baby or demanding older sibling? If so, then try to enjoy the fact she wants to play with you. This is normal for her age and this is how two-year-olds learn; play is not just for fun; they are learning from the words you speak to them, the songs you sing, the stories you help them make up. It's also how they learn that mom is someone on whom they can rely and someone who listens to them and someone who has...an imagination. Playing with her helps her own imagination grow and frankly makes you great in her eyes. She will learn to play on her own for those few minutes soon. So think about all she is learning and the fun she is having, rather than focusing on feeling guilty. Focus on being a kid yourself for a while -- kids are great excuse to BE a kid at times.
You do want her to learn gradually to entertain herself for short periods. Gradually is the key word here because at two, she should not be expected to entertain herself for more than mere moments; keep your expectations of her realistic and age-appropriate. But if you are "always out and about" how will she learn to entertain herself on her own at home? That kind of learning will only happen at home, and after you do play with her a while longer. Having her out and about all the time won't teach her to give you those few minutes when you're back at home.
All too soon she will be less and less interested in playing with you. Why not try to actually enjoy the playing and not see it as a chore or a bore? My daughter is 11 and she still calls me to her room to play with her beloved stuffed animals with her, and it's a blast. She's self-sufficient but still wants that kind of attention and sharing at times, and I always try to go play because I'm glad she still wants to do so.