Some annoying things I found so far.
No notice that there are rebels sieging your provinces. I lost a bunch of provinces since I was busy managing other matters and some arsehole forced them over the border.
A navy that is being repaired in a colony which when that colony is attacked and destroyed by natives will result in the whole fleet being destroyed. Very annoying.
Trade fleets have to be micromanaged in a war. I think it would be nice to be able to toggle whether trade fleets return to a friendly port when there's a war. I lost so many since I just forget about them and lightships are just horrid at combat.
Diplomacy GUI is still a little iffy. Setting rivals for instance should be able to be done through the relationship screen and not just through the government tabs. Still a lot better than EUIII though.
You still need to manually upgrade obsolete ships. I can understand that you can't just let them auto-upgrade like troops, but at least have a little button which sends them off the the nearest port and have them upgraded with a very slight "scraping" discount.
Combat is still opaque and dice rolls are still way too important. The "pip" system needs to be reworked so it shows the various multipliers so you can get a clear indicate on which unit is better. Needs a military DLC ASAP.
AI still calling players in battles where they can't physically do anything. That's nice Austria that you're attacking Novgorod but I'm Venice and I'm not sailing through the Baltic and asking for a bunch of military access for you. AI has also called me into battles where they clearly need no help, England called me in to fight Leinster which was a OPM with no allies and no army. I wanted to increase my stability that month, you jerk.
Galleys could do with some more types at the start. Heavy, light and transport ships go through many tech levels before galleys get their first. I think they should be a lot more useful in the early game. Perhaps allow galleys to steer trade at a decreased rate?
Non-europeans are just too weak. Their units get cut down like kobolds and it's way too easy to core and change religion.
Should I get this game if I already have CKII? £32 is seriously hefty..
Depends. Have you played and enjoyed EU3? CK and the EU series are two very different beasts. I suggest you download the demo and use that to help you decide.