Prove that there's a profitable, stable market for it...
Look at how the humble bundles have performed throughout the past. Linux players payed the most out of all the other operating systems for the bundle.
Look at what valve is doing: bringing steam to linux. Look at the latest kickstarter: Planetary annihilation that followed up on public demand and is being developped for linux now too.
There's a feeling of change and it would be a shame that Paradox would miss out on that. Better yet: it would be great for them to lead the way.
Plus having a game compatible for linux does not neccessarily exclude windows.