Europe doesn't have magic fairy dust that lets them manufacture drugs nobody else can.
Yes they do. It's called "patents".
Valve controls a big part of PC game sales through Steam. They can use that by providing incentives (like taking a slightly smaller cut of the sales) to devs who support linux. Maybe different levels of incentives for those who support linux, those who treat linux equally with windows (same release dates, features, patch dates), those who favour linux, and maybe eventually for linux-exclusives.
Valve is a pretty patient corporation. They're not expecting linux to dethrone windows overnight.
If a game is going to do that, then it should make it very clear that you're screwed, so you don't spend ridiculous amounts of time trying to find a way forward that doesn't exist.
And you shouldn't be able to save an unwinnable game, though this is less important in a game with frequent and numerous autosaves.
A list is only as strong as its weakest link. -- Don Knuth