Since a lot of strategy games (Hearts of iron,Stellaris,etc.) are on sale right now, I was thinking of buying one, but I don't have a lot of time on my hands.That's why, I'd like to know which game is relatively easy to learn, but hard to master.
Opinions?

You could consider "Into the breach", it's not on sale right now but the base price is also affordable.

Civ IV, unless you don't count that for some reason.

Strategy games that don't consume time but that's hard to master at the same time? This is a tricky one.

Have you played any games in the past that fills that criteria so we know what you have in mind kind of?

Alpha Centauri

Everything you mentioned is a time killer, you can spend weekend on stellaris and don't go very far BUT:

Look at current humble bundle - there is a killer deal for Crusader kings 2 - because you play there as a person in dynasty and when you die, you start plaing as next in line you can divide game in manageable parts.

I second Civilization IV. It's very easy to get into. The basics are intuitive and easy to learn, and at the lowest difficulty levels you can happily ignore or even automatize the intermediate-advanced systems (worker management, great people generation, city specialization, espionage, diplomacy shenanigans...). But if you want to climb up the difficulty level ladder (and that's a real challenge) then you will need to eventually master those mechanics as well.

Alas, Civ IV is not currently on sale, but it goes -50% or even -75% regularly. Not that it isn't worth every cent at base price -one of the best deals in price/gameplay hours ratio you will ever make.

I recommend Stronghold. It isn't too hard to pick up on and not expensive. It will be great if you want a historically accurate game of building castles and fighting over them. Great game.

Another vote for Alpha Centauri here on GoG that comes with the expansion pack. Great TB game.

Panzer Corps is quite cheap, easy to get into and hard to master. If you like the base campaign you might want to consider buying the Grand campaign.
I didn't expect much from this game and ended up playing it for two months

Its not too hard to pick up on?? I got that game a while back, tried it out, i thought WTF is this sh--, uninstalled it.

Having said that, i am generally not overly fond of RTS games, for example, i dont like starcraft, i dont like warcraft 3 and 4 etc etc turn based is more my thing.
But there are a few exceptions though.... RTS i do like;
- Total annihilation
- Warcraft 2 (nothing after that)
- Age of empires original (nothing after that)
- Rise of nations..... Rise of Nations is about as RTSy as it gets before i start saying WTF get me outa here!! lol.... (I dont like too many things happening that i feel like i am loosing controll)

Two games for the price of one: https://www.gog.com/game/master_of_orion_1_2
No need to bother with anything after those but if you insist, get the modern one. The third game is not only hard to get into but slow as that.