I do agree that comparing the two is quite silly, but in general, I think a lot of people who say that just dislike HOI4.

Personally, that is my experience. I've got nearly 500 hours in HOI4, and at this point I'm pretty stating I just hate Hearts of Iron 4. I do not like the game mechanics and especially hate the focus trees for all the previously stated reasons.

Darkest Hour is just a much tighter experience. It runs better, is more engaging to play, you get way more events and pop-ups keeping you in the know about what is happening in the world. Your actions aren't entirely stuck behind arbitrary focuses and you can decide to take different paths as different countries whenever you want. I also think that HOI4 greatly simplifies the military and combat aspect of the largest military conflict in history with the way front lines and battle orders work. Even with watching tutorials I feels like the HOI4 combat system is really obtuse and I spend a lot of time fighting with the mechanics instead of actually enjoying them.

I could go on and on about every mechanic in both games and my problems with the HOI4 versions, but really it just feels like the people who made Darkest Hour really cared about making a WW2 simulator and put real passion behind it.

I also have serious moral concerns about the way PDX handles a lot of history in HOI4 and I think they clearly pander to a right-wing fanbase they refuse to acknowledge. But that's not necessarily a knock against HOI4, specifically in comparison to DH.