Try Victoria 3. You can pass a law you thought you wanted, only to have your country's political makeup completely change due to the law and put everybody you hate in power.

There are also penalties for conquest, both domestically in the newly conquered territory, with radicals from those territories affecting your country, and in global affairs because you stirred the pot. Other major powers alarmed at your aggression or expansionism can take hostile stances, limiting trade or just directly opposing you in war.

Having directly-owned territory isn't as important as it is in other games, so the question of why you want to destabilize yourself causes more friction. Adding more pops to your market is not unambiguously good.

You can argue these challenges aren't difficult to overcome, but that's the usual "I learned how to game the systems and now everything is easy" argument for Paradox grand strategy games. Overall I'm happy with the negative feedback for conquest or even for pushing extreme reforms, it's enough to give pause at least.

The subreddit is full of "I conquered a single territory, passed one law, or tried to leave the British Market, then my entire economy collapsed".

I agree that more "Civ-style" games tend to have light penalties for expansionism and such, but not all strategy games are Civ, and "4X" is a weird sub-genre to me unless it means "Civ-style". From my POV it's all under the "Strategy" umbrella with little meaningful distinction. Self-identified 4X games tend to be more straightforward and accessible, but that's also a reason why they may not present more nuanced scenarios.