After spending a couple of hours with an early build of EU4 my experiences were very similar. Paradox tidied up the interface and paid particular attention to presentation, something that helped players get a much better grip on the game. That changed with the release of Crusader Kings 2. Games like Victoria, Hearts of Iron and Crusader Kings had me so lost in their menus that my friends had to send out search parties. EU's real-time strategy was quite enough for me, frequently stretching me to my very limits, and the same was true for its peers, that stable of strategy that Paradox Development Studios has been rearing and carefully crossbreeding for over a decade now.
The Europa Universalis series represents the grandest of grand strategy, and while I'm sure there are strategy titles out there that are even more complex, I can't say that I'd ever want to try them.