IRX-2, Cyclophosphamide, and Pembrolizumab in Treating Participants With Recurrent or Metastatic Gastric or Gastroesophageal Junction Cancer

Inclusion Criteria: * Patients with histologically or cytologically confirmed recurrent or metastatic gastric or gastroesophageal junction (GEJ) adenocarcinoma progressed or intolerant to \>= 2 lines of systemic therapy. * Patients must have recurrent or metastatic gastric/GEJ adenocarcinoma that are not amenable to local therapy with curative intent (surgery or radiation therapy with or without chemotherapy). * Willing and able to give informed consent and adhere to protocol therapy; written informed consent and any locally required authorization must be obtained from the patient prior to performing any protocol-related procedures, including screening evaluations. * No prior exposure to PD-1/PD-L 1 inhibitor therapy. * Patients are deemed eligible for pembrolizumab therapy with tumors demonstrating PD-L1 expression by the Combined Positive Score (CPS) being \>= 1 as per the Food and Drug Administration (FDA)-approved Dako PD-L1 immunohistochemistry (IHC) 22C3 PharmDx assay. * Eastern Cooperative Oncology Group (ECOG) 0-1. * Body weight must be \> 30 Kg. * Hemoglobin \> 8 g/dL. * Absolute neutrophil count (ANC) \> 1,200 x 10\^9/mL. * Platelet count \> 75 x 10\^9/mL. * Serum bilirubin =\< 1.5 x institutional upper limit of normal (ULN) OR direct bilirubin =\< ULN if total bilirubin levels \> 1.5 x ULN. * Aspartate aminotransferase (AST/serum glutamic oxaloacetic transaminase \[SGOT\]) and alanine aminotransferase (ALT/serum glutamate-pyruvate transaminase \[SGPT\]) =\< 5 x UL…