You're welcome....
and yes, macs do have that limitation , been like that for many years. Of course, we are a minority of the PC market, and it costs more to make a game for both PC and Macs, so many game publishers stick with PC and go for videogame consoles, like with Rockstar.
If you want to try to install BootCamp on your Mac mini, you'll need a legit Windows copy (with activation code) and maybe a 2nd storage drive of some kind. maybe an external dvd drive, if needed. I'd also recommend a copy of BootChamp, and reading up on how to use BootCamp and how to install Windows in it. I didn't read the directions thoroughly enough and tried to install a copy of windows XP on my main Mac partition, only to find that the Windows installer does not recognize Mac stuff and Mac boundaries. Nuke n' pave time.....so bye bye Mac..... luckily I had a backup before I did that. Maybe you might want to set one up. The backup system tool is built into your macOS and it's very easy to setup and use (time machine)...and in case something goes wrong.......
as for the eGPU thing, that's pretty recent. what it means is that macs with a Thunderbolt port on them can be connected to an external graphics card and can use that graphics card to get better picture quality, roughly. Your Mac mini 2014 has 2 Thunderbolt 2 sockets on it. most eGPU's are Thunderbolt 3, but you can get a Thunderbolt 3 to 2 cable which works both ways. you might want to check out egpu.io for more info. of course, all of this depends on your budget. Sonnet makes an eGPU breakaway puck in case you need just enough of a boost and it works on Mac and on Windows 10, and it's $300 plus tax. that's at sonnettech.com I think