Interesting. I'm using SDL3 which has some dependencies, can you see whether thats what loads winsock? The only dependencies I link are sdl3, physx and soloud. Actually it might also be physx that uses sockets, not sure.
I was told in the Discord channel that is in fact, very probable what you suggested last: the Physx engine, that uses sockets to connect to its debugger or something of the sorts.
I finally tried running the game in my Linux machine via wine, but it crashed all the time. Not because of wine, not because of the game... well, actually yes because of the binary, but the problem is my CPU which is quite old, and the binary uses some instructions that are not supported by my CPU.