Edit: I will pass on the $+150$ bounty (or more) to whoever solves the question.
Too long for a comment. I conjecture patterns based on brute-forced $n\in[0,9]$.
As already discussed, the game is equivalent to two players taking turns moving a piece on a $(n+1)$ chessboard, such that they can't revisit a square. The legal moves are $\{(+1,0),(0,+1),(-1,-1)\}$ which are equivalent to $\{(\cdot 2),(\cdot 5),(\div 10)\}$. The top-left corner is $(0,0)$ equivalent to $2^05^0$ and the bottom-right corner is $(n,n)$ equivalent to $2^n5^n$.
We can represent the solutions as a $(n+1)\times (n+1)$ matrix $A$ where the $a_{ij}$ entry is $0$ if the first player has a winning strategy starting on square $(i,j)$ equivalent to referee picking the number $2^i5^j$, and $1$ otherwise (second player has a winning strategy).
Assuming my C++ program does not have any unexpected flaws,
I have brute-forced the solutions for $n=0,1,2,3,4,5,6,7,8,9$.
If we color $0$'s and $1$'s with green and blue (dark blue), we get the following matrices:

Where notice the following patterns (Conjectures):
If $n$ is even, chessboard (matrix) has odd dimension, then:
$$
a_{ij}=
\begin{cases}
1, & (i\text{ is even, }j\text{ is even}), & (\color{blue}{\text{blue}})\\
1, & (i,j)\in I_e(n), & (\color{darkblue}{\text{dark blue}})\\
0, & \text{otherwise}, & (\color{green}{\text{green}})
\end{cases}
$$
Where $I_e$ are sporadic examples not included in cases when $i,j$ are both even.
So far for $n\le 9$, we observed the sporadic examples:
- $I_e(0)=I_e(2)=I_e(4)=\emptyset$
- $I_e(6)=\{(3,4),(3,6),(6,3),(4,3)\}$
- $I_e(8)=\{(3,8),(5,8),(4,5),(5,4),(8,5),(8,3)\}$
If $n$ is odd, chessboard (matrix) has even dimension, then:
- $a_{ij}$ alternates $1,0$ $\text{ }(\color{blue}{\text{blue}},\color{green}{\text{green}})$ on the main diagonal and specially $a_{n,n}=1$ $\text{ }(\color{blue}{\text{blue}})$.
- Else (if we are not on the main diagonal), as we are moving away from some diagonal square $a_{k,k}$ for $k\ne 1$ in the positive direction (right or down):
- If $(a_{k,k}=1)$, we have a single $0$ $\text{ }(\color{green}{\text{green}})$ followed by a line of all $1$'s $\text{ }(\color{blue}{\text{blue}})$.
- If $(a_{k,k}=0)$, we have alternating squares $0,1$ $\text{ }(\color{green}{\text{green}},\color{blue}{\text{blue}})$.
- Otherwise, for $k=1$, we have a line of $0$'s $\text{ }(\color{green}{\text{green}})$ in the positive direction (right or down) except for the last square $a_{1,n}=a_{n,1}=1$ $\text{ }(\color{blue}{\text{blue}})$.
Following this pattern, there are no sporadic examples so far.
These are just observations.
I am not yet sure what pattern will the sporadic examples $I_e(n)$ follow.
I am also still trying to prove the non-sporadic pattern(s) for all $n$.