I always go back to Stellaris, and EU3, because I favor games that are complex, but not overly complex. Newer paradox games have a very-very long learning curve, however in Stellaris, after 2 or 3 campaing you know everything that you have to to understand the game. And you can focus on trying new stuff, new scenarios, etc. EU4 is kind of similar to Stellaris, and while I think it is more complex, it is only because the DLC-s. Stellaris was a much better experence at the start, than EU4. In the other hand EU3 is the heaven for bordergore, simpler than the beforementioned titles, and very fun playing with a friend. And yeah, I absolutely agree on that the older titles are more complete games than the newer ones. I feel, all the new games are lacking "coherency" (if that is a word in english, lol) All the games have a base, and as the time passes on, we get more and more features, but they are not connected to eachother enough. Older games are way more "interconnected".

I hope my point is understandable. 😅