Yep, but keep in mind, any periphery you might plug in just for the game can also draw on the PSU, like USB headset or gamepad, and I am not sure that gets accounted for when running a software stresstest without those.
What I mean here is, if your PSU is able to “just barely” provide enough power when the internal system is under full load, the additional power needed for some periphery might be the final drop. If Diablo already runs the system to the max like a dedicated stresstest, then you might actually still see the problem only in D4.
Again, I don’t say it “must” be the PSU, but it strongly points into that direction, and at least it must be something on a deeper hardware level than just a memory leak or stuff like that.