1 & 2 technically didn't have a command structure like 3, but you can organize your forces, having certain lower ranking generals always under certain higher ranking generals, and call that a command structure, if you want.
When I say "customizing your OOB," I really mean customizing the makeup of your armed forces, from the ground up. This was very much a thing in 1 & 2, too.
Armies were quite a bit different in WW1. Tanks came along late in the war, if I remember right, and aircraft didn't have near the impact that they did in WW2. I'm not sure that it would be as interesting to do HoI-style army customization in a WW1 setting. Perhaps a good game can be made that focuses on the conflict, but it seems like it would have to have a different system than HoI 3's.
Victoria's mechanics produce ahistorical results? Ahistorical is how these games roll; that's Paradox Interactive, baby. Using that logic, none of these games are meaningful simulations. So are you saying that a game has to stick strictly to historical timelines, and must go into HoI-style detail of armed forces makeup and combat mechanics, in order to be a meaningful simulation of a conflict?
Colonialism is not interesting in Vicky II? Well, that's just, like, your opinion, man.
Warfare is not always the most interesting part of these games. Not at all. Certainly HoI 3 is all about the warfare, but in games like CK II, EU IV, and Vicky II, warfare is nicely abstracted and just a tool you use to achieve your goals; you don't even necessarily need to know every detail of how combat works to be reasonably successful in those games.