The optimal moves are discovered as part of a group process. This board is a good example–experienced players will tell you what does and does not work.
There are plenty of crazy things you can do in 1940
Invade America through Iceland or Gibraltar
Attack Britain with all 3 powers at once
Combine both UK navies in the south and go either direction
Go big navy with Germany
Buy things other than infantry with Russia (previous games didn’t give Russia very much $)
Have Japan invade the Soviet Union first
However, most games have a critical path. The attack on Taranto is a good example; I didn’t realize how good of an attack this was until my opponent showed me about 40-50 games ago. Now, every game proceeds with the assumption that most of the Italian Navy will already be dead before they even act. UK can actually attack both Tobruk and Taranto, if they like, neutring Italy at the beginning of the game.
Now, there are a ton of other choices you could possibly make, but this one is game changing and at the beginning. So, if you neglect to destroy the Italians, do not be surprised that they own most of Africa and all the oil regions and have a 50+ income.
You also could leave the UK fleets around Britain intact, which gives them a massive navy on UK1. However, Germany has an absolute ton of planes, and only 4-5 land territories to contest, so it seems natural that you would use all these resources to eliminate the UKs assets first thing. If you don’t do it, the UK will be in an exceptionally strong position–ready to invade you on turn 3 rather than the other way around.
Moreover, if you don’t do it, they will have a huge navy that can destroy anything that moves in the atlantic, and they will also be able to block the channel, making Sea Lion impossible. Then, they can spend their money however they like, rather than cowering in fear that you may or may not invade them.
The Axis sides especially require new players to puzzle out all of the necessary opening moves–but once the “optimal” moves have been laid out and playtested, there really isn’t going to a way to break that mold without altering the rules or the initial setup.
You can indeed modify the setup (both 1942 and 1941 versions of setup exist), which does alter which pieces move where. But it doesn’t modify the basic objectives of the game (take and hold a ton of $$, build stacks, move inexorably towards Moscow).
The fact that the goals and the layout are static is what creates the impression that there are few choices. Of course, there are many choices. But there are not many GOOD choices.