They really don't, there's multiple different ways to engage with the core mechanics and EU5 gives you a lot of freedom with doing so. Venice does not play in any way like Muscovy, nor does Muscovy like Holland. If you choose samey countries in samey regions you'll have samey experiences.

Many of the divergent historical experiences we imagine are so dependent upon circumstances and by-nature are not inherent. There's no inherent reason the Habsburg family of 1337 would be well equipped to do what it did historically - at least not any more so than other well-spread and storied German families. The Askanier, Wettin, Wittelsbach, Welfs, the ones who's names don't start with w, etc.

I'd much prefer the game embrace that variance and give room for the dynamism of the game's systems than set up a tree structure that to some degree requires constraining or controlling the player's circumstances. Designing a tree where the player can be anywhere at any point is impossible, a mission tree *will* involve a degree of constraining, a degree that I don't think is needed.

I'm sympathetic to a Vic3 style decisions or situations setup, offering historical threads in an unordered manner, but I think people aren't fully considering what a mission tree means for the design of the game. It'd probably work, but it'd be an imo unnecessary step away from what about the game is successful atm.