Elaborating on my hint comment and the proof sketch I made on pi-Base's GitHub here: P2 has a winning Markov strategy (depending on only the most recent move of P2 and the round number) in either game if and only if they have a winning Markov strategy in the other game.
Given a winning Markov strategy $\sigma$ in the $\Omega$-Menger game, and an open cover $\mathcal U$, let $\mathcal U'$ be the closure of $\mathcal U$ under finite unions, noting $\mathcal U'$ must be an $\omega$-cover. Then we want to define a Markov strategy $\tau$ in the Menger game by $\tau'(\mathcal U,n)=\sigma(\mathcal U',n)$. But that's not quite right: $\tau'$ chooses finite subsets of $\mathcal U'$, and we need finite subsets of $\mathcal U$. So let $\tau(\mathcal U,n)$ select finitely-many sets in $\mathcal U$ such that $\bigcup\tau(\mathcal U,n)=\bigcup\tau'(\mathcal U,n)=\bigcup\sigma(\mathcal U',n)$.
Let $\mathcal U_n$ be an open cover for each $n<\omega$, so $\mathcal U_n'$ is an $\omega$-cover for each $n<\omega$. It follows that since $\bigcup\{\sigma(\mathcal U_n',n):n<\omega\}$ is an $\omega$-cover, $\bigcup\{\tau(\mathcal U_n,n):n<\omega\}$ is a cover, showing $\tau$ is a winning Markov strategy for the Menger game.
To move the other direction, let's start with the observation that P2 has a Markov strategy in the Menger game if and only if the space is $\sigma$-relatively-compact, where we adopt third definition from this question: a subset is relatively compact if every cover of the entire space admits a finite subcover for the subset, and $\sigma$-relatively-compact means a countable union of relatively compact subsets. This was established in (Clontz 2017), which mostly riffed on a technique from (Scheepers 1995).
And we'll require this lemma: if $R$ is relatively compact to $X$, then $R^n$ is relatively compact to $X^n$. This follows from another lemma: if $R,S$ are relatively compact to $X,Y$ respectively, then $R\times S$ is relatively compact to $X\times Y$. The standard tube lemma approach works here. Note $\{x\}\times S$ is relatively compact to $\{x\}\times Y$ for each $x\in X$. So given an open cover $\mathcal U$ of $X\times Y$, first choose for each $x\in X$ a finite subcollection $\mathcal F_x$ that covers $\{x\}\times S$. Then for each $\mathcal F_x$, choose an open $V_x\subseteq X$ such that the tube $V_x\times S\subseteq\bigcup \mathcal F_x$. Finally, choose a finite subcollection $\{V_{x_i}:i\leq N\}\subseteq\{V_x:x\in X\}$ covering $R$. Then $\bigcup\{\mathcal F_{x_i}:i\leq N\}$ is a finite subcollection of $\mathcal U$ covering $R\times S$.
So we assume $X$ is $\sigma$-relatively-compact: $X=\bigcup\{R_n:n<\omega\}$ with $R_n$ relatively compact to $X$, where $R_{n+1}\supseteq R_n$. Then we will define a strategy $\sigma(\mathcal U,n)$ for $\omega$-covers $\mathcal U$: let $\mathcal U'=\{U^n:U\in\mathcal U\}$. This is an open cover for $X^n$ since for each tuple we may choose $U\in\mathcal U$ containing the finite set of its elements, so the tuple belongs to $U^n$. Then let $\sigma'(\mathcal U,n)$ be a finite subcollection of $\mathcal U'$ covering $R_n^n$, and then $\sigma(\mathcal U,n)$ can be the corresponding subcollection of $\mathcal U$, which $\omega$-covers $R_n$. It follows that given any sequence of $\omega$-covers $\mathcal U_n$, $\bigcup\{\sigma(\mathcal U_n,n):n<\omega\}$ is an $\omega$-cover, and $\sigma$ is a winning strategy for the $\Omega$-Menger game.