eu4 specifically is just boring.
CK3 and CK2 is much better. It has roleplaying elements, you can create the wildest of stories, you can expand, manage your kingdom, you have a very complicated court mechanic, schemes, fragile diplomacy, assassinations and rivals to deal with, literal eugenics, coupled with an interesting military systems with manageable retinues. You can create a line of superhumans to lead your country, you can create the most possible inbred dynasty in the world, or you can roleplay as your own dynasty and create your very own character. You can do the weirdest shit there honestly. So much to do, so much to see.
Hearts of Iron IV has fast paced warfare which often requires quick thinking to exploit the various chances that present themselves on the front, like possible encircelments for example. You have to think a lot to truly be good at it, and a whole game lasts 10 hours at most so if you want to you can play a whole game in a day or two, even with your friends.
But EU4? It's boring. The economy system is more simplified, there aren't any vassal systems anymore, you have like 10 buildings to build and their upgraded versions, that's it. There is no complicated court mechanic, you cannot roleplay, nor do any funky stuff. The army mechanic is even simpler than CK3 despite CK3 being mainly focused on the happenings of court life. Your king is not an interesting character who you develop and nurture- no, he's just a name on the screen with 3 attributes to him, and yes, nearly always him. There are no schemes, no deep thinking is required, and diplomacy is dumbed down. You just sit there, watch as every month that money sound activates and when you see an opportunity you may or may not do an expedition against your neighbour, that is it. I frankly find EU4 deeply boring.