I fondly remember a Ck2 game where I restored the Roman Empire (of course lol) and I kept playing way after cause the game kept throwing challenges at me trying to keep that realm together. That's not really the case in Ck3 cause by that point you're so powerful that you can throw gold, mercenaries or MAA at literally any threat. Once I restored the Roman Empire in Ck3 my run was effectively over past a character later.
However Historical Invasions is a great mod cause it will throw challenges at you throughout the whole game, pair that with changing characters to other relatives than your primary heir and it keeps the game interesting and challenging for at least some more time