Toy soldiers are a very British thing. Britains began in late 1800s, and European tin soldiers date back to the early 1700s! These toys are famous the world over, though sadly out of production now.

So it stands to reason that a British company currently leads the world in model soldier production. Games Workshop, consciously or not, is the modern standard bearer of a legacy that goes back hundreds of years.
So why are they fun? What is nostalgia anyway, and why to people feel it and/or seek it out?
It seems like nostalgia for model wargaming and GW products are talked about so frequently that you’d think GW produced nostalgia themselves. And in some ways, they do.
I imagine any entertainment company deals with nostalgia in some form or another. Disney has to maintain and update their parks to bring in and entertain guests. But they can’t change it so much that it upsets revisiting guests who expect it to be the same as before.
GW has to refresh their products to keep the business afloat, but not burn (too badly) past customers. Keep things similar, but fresh.
So why do we crave nostalgia? Harkening back to a simpler time? Remembering our childhood? Perhaps even remembering those who are no longer with us?
The active desire to be transported to the past seems prevalent in the GW lexicon. At least in the corners I dwell. Maybe Age of Sigmar is a less backward-looking realm. I currently only hang out there for Cursed City.

My best guess is that it’s because these little army men are adult-themed “toys” that are passably acceptable for adults to play with. There’s some mental switch that differentiates these from actual toys. Though having said that, the line between “models” and “toys” shrinks so much that it does not exist to the uninitiated. We’re not “playing”, we’re “playing a game! It’s much different, you wouldn’t understand.”
The initial introduction to the hobby is a magical time. Our imaginations explode with possibilities. A whole new world is opened to us and it’s enchantingly palpable.
It also seems easy to get back there, or to at least remember what it felt like. The memory of that feeling doesn’t fade quite as much as other past sensations. It was an awakening of sorts, not to give it too much gravity.
Interests change, priorities shift, and people move on. It’s only natural. But rediscovering magic, that can really be something special. It will take you right back to being a kid again, getting a big hug from your dad.