Games with “deep strategy” are largely not very good.
I still play a bunch of Stellaris and I go back to Age of Wonders 4 pretty frequently. Against the Storm is also addictive as hell. These 3 games have a sense of adventure that keeps them interesting.
I like Solium Infernum - which is pretty new - quite a bit, but it doesn’t have the staying power that those do. On top of that you have misfires like Humankind, Old World, Vicky 3, and the like. “Deep” is one thing, but fiddly and unnecessarily complicated is another… as is being under-developed in important areas like the endgame.
I think gamers are becoming less interested in a genre that has become saturated with dime-a-dozen mediocre cruft.