http://bugs.winehq.org/show_bug.cgi?id=20311
--- Comment #7 from Pawel Stolowski pawel.stolowski@wp.pl 2010-04-04 15:07:47 --- This is still a problem with wine-1.1.42.
I can also confirm that the bug is definately in builtin msxml. With native msxml3 the game works fine: when new Allies campaign is started and then I quit the game, a Data/scenarios/chapters/allies/norway/1.xml is created but it is not empty and the game can succesfuly be run again.