Quantum entanglement has been recently demonstrated as a useful resource in conflicting interest games of incomplete information between two players, Alice and Bob [Pappa et al., Phys. Rev. Lett. 114, 020401 (2015)]. General setting for such games is that of correlated strategies where the correlation between competing players is established through a trusted common adviser; however, players need not reveal their input to the adviser. So far, quantum advantage in such games has been revealed in a restricted sense. Given a quantum correlated equilibrium strategy, one of the players can still receive a higher than quantum average payoff with some classically-correlated equilibrium strategy. In this work, by considering a class of asymmetric Bayesian games, we show the existence of games with quantum correlated equilibrium where average payoff of both the players exceed respective individual maximum for each player over all classically-correlated equilibriums.