The major difference between EU3 and another Paradox favorite of mine, CK, is that in EU3 it is very unlikely for your empire to collapse once it's been set up. Especially in Europe, once you pass a certain threshold of provinces, which in that area always have a high tax base and support limit, you're basically unbeatable by anybody else, whether Latin tech or not. Which kinda saps a bit of the fun out of it. It makes late game against the AI a rush for world conquest or nothing much interesting. I'd advise you to perhaps try out a non-Western game.
In CK, meanwhile, even if your empire has stood for over a hundred years, it can still collapse overnight. Which is part of that game's appeal.
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