Is there some fundamental limitation of HGE that prevents it from powering strategy games? If not, then use what you are most comfortable with. Any minute spent picking between frameworks is a minute wasted on potential features or bug fixing you could be working on. This is not to say that you should never touch anything else, but if your goal is to simply make a game, then use the proven path to success and use your favorite tool for the job. If you want to expand your programming experience to learn other game development frameworks like SDL, then do that instead.
In other words, what is your goal?
At the moment my goal is to make a game. I am 70% to work further with HGE and 30% to learn SDL. Because I read somewhere on the internet that if you know SDL, in the future will be more easy for you to switch to 3D games. Is that true?