https://bugs.winehq.org/show_bug.cgi?id=51524
--- Comment #2 from Ilya Trukhanov lahvuun@gmail.com --- It's a problem with the program called cnconline. It patches the game's memory at runtime to make it use unofficial multiplayer servers. To find the game it uses CreateToolhelp32Snapshot and then compares szExeFile to the filename it expects. The filename in my case is "ra3_1.12.game", but the command line starts with "RA3_1.12.game".
Wine seems to set szExeFile to "RA3_1.12.game", while on my Windows 10 installation it's "ra3_1.12.game", so cnconline never finds the game under Wine.