In CK2, it's all about managing characters, about choosing who gets to have power, who doesn't, and who you're trying to take power from. Your traits, your character's choices, etc. Managing your actual country is next to unimportant, and diplomacy is basically getting the right traits, getting the right events, having the right religion, and marrying the right people. Also gift spam. As for your country, there are next to no events for your provinces/country, and having a religious, different cultured province doesn't matter much. In addition, in my experience combat comes down to who has the larger singular stack and the better leader (though I won't deny that there might be some other strategy, I just haven't seen it much).
In EU, it's all about managing your country, while admittedly characters get the shaft hard. Colonization (which CK2 does not have), trade (which CK2 does have but in a drastically different way), ideas, stability and war exhaustion (which CK2 does not have), and more important diplomacy are some of the things EU has over CK2. In addition, the actual culture and religion of your provinces actually matter, as provinces of different culture and religion are going to be seriously angry with you. Combat, in my experience, also manages to be more complex than two or a few more armies engaging in a couple fights. Instead, you often have long, drawn out tactical wars where you have to manage attrition, reinforcements, terrain (terrain in EU is even more important than CK2), sieges, war exhaustion, manpower, and money, all while trying to outdo your enemy with multiple separate armies instead of a few large ones as there is now a limit in how many troops can fight at once in each battle.