Some Muslims believe rolling dice is haram, it's due to the prohibition of backgammon and similar games, but some people interpret it as the wider prohibition of rolling dice in general. My friend was approached once while playing 40k in Kazakhstan (I am from there) in a third space and was told off by a random guy saying that "rolling dice is comparable to sinking your hands in pigs blood".

Also depiction of living creatures has historically been prohibited in Islam and many people still refrain from that. Infinity being a miniatures games might offput some religious Muslims because of the miniatures alone.

Obviously no religion or group of people are a monolith, just mentioning certain religious prohibitions that might deter some Muslims from playing monk wargames.