CK2 is way better at modelling the political realities of the EU era than EU4.
Yeah, a pal gifted me CK3 recently and I'm really enjoying it, it's a step forward compared to CK2 in some ways (but a step back in others).
And I had played some EU4 before that, so when I got into CK3 I couldn't help but think how much better EU would be if it followed CK's model of character interactions. Every single historical event in that timeline would be so much better: conquistador characters setting out towards the new world even without your orders (like viking adventurers in CK), the reformation making some characters in your court convert and some stick to Catholicism, leading to some proper religious conflicts within larger empires, the development of absolutism and centralization to concentrate power under the kings and strip it from the local nobility, the revolutions of the Napoleonic age with kings being deposed and peasant factions rising up... all of this would work so well with CK's gameplay model.
EU really is the weakest of all Paradox games.
CK has the best character simulation.
HoI has the best combat.
Vicky has the best population simulation.
Even Imperator takes some cut-down versions of the character and population models from CK and Vicky.
But EU? EU is the most basic of them all. Nothing is simulated, everything is just a list of abstract boni. The historical period is so full of flavor, but the game brings nothing of it across. It's just super basic. EU covers 400 years of history during which a lot of stuff happened... yet its mechanics are super simplistic. Combat changes from late medieval heavy infantry and cavalry formations to pike and shot to musket line infantry, yet EU has the most simplistic combat model of all Paradox games. Even CK and Imperator have more interesting combat models with different unit types, EU only has generic inf, cav, arty. Most nations play exactly the same apart from some abstract bonuses and different tech development speeds, no matter if they're European, Muslim, Asian, Native American, African, or even Australian aboriginal... they all play similar (except North Americans with their migration mechanic I guess). There's no unique flavor like there is in the CK games. And tech development doesn't feel half as impactful as in Vicky or even CK, either. It's all just very generic and boring.
I hope that if they ever make EU 5, it's gonna be inspired more by CK than by the existing EU formula.