What I mean by this statement is that there are lots of "tricks" such as interaction terms, regime switching and non-linear transformation of features to handle

What I mean by this statement is that there are lots of "tricks" such as interaction terms, regime switching and non-linear transformation of features to handle non-linearities in linear models (e.g. different food sold before Christmas). But if you can give me an example of a non-linearity in sales forecasting that cannot be fit by a linear model but can by an RNN I'd honestly be really interested in that.