Also made the switch not too long ago, only using Manjaro. Steam's proton had gotten extremely good at playing Windows games, so there's a good chance that it could run your old strategy game.
You might already have this on your set-up, but having wine auto-launch for Windows executables has been fantastic. I regularly pull and run Windows executables without really giving it a second thought, and so far it's generally "just worked."
I actually looked into this, part of the explanation is that in the 80s, Sweden entered a public/private partnership to subsidize the purchase of home computers, which otherwise would have been prohibitively expensive. This helped create a relatively wide local consumer base for software entertainment as well as have a jump start on computer literacy and software development.