I agree strongly with this.
On the fewer battles: The few RTW campaigns I have finished have had me fighting around 200 battles - granted some may be naval, but most were not. However, only around 25% or less were really worth fighting - the rest were "make work" where the outcome was predetermined. STW and MTW were also exhausting, but at least with the Risk maps, the battles tended to be more epic scaled (the AI retreated when heavily outgunned).
On the more important armies: I think reducing the number of units is key here. If you had say, 25 decent units (field units, not garrisons) in your kingdom, you might care about them. At the moment, you have so many - or can replace them so easily, they are just cannon fodder. Also, personalising the units might help - at a bear minimum, give us the option to name them; maybe customise their liverie (how cool would that be); ideally let us customise their combat effectiveness (choose alternative kit, captains or unit skills - rather like the Civ4 promotions).
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