I finished quite a few STW/MI campaigns, a number of MTW/VI campaigns, and so far only two short RTW campaigns. I doubt I'll ever finish a long campaing, it takes much too much time with many monotonous battles where the AI is never a threat on VH/VH. I start quite a few campaigns and once I eliminate my most bitter rivals and begin expanding at will, I tire of the campaign and start another. I do need to play through to a civil war some time, but so far I get bored far too soon.

Yes, all TW games have had a point at which there was little "fun" left in trying to win. RTW gets to that point earlier. With MTW we had enough different era's that we got a flavor for most of the units, although it was rare that one ever got to tech up fully before the elite units were not even needed anymore.