You can, it's just that I can't hold onto the lands for long enough since my characters will constantly die. In theory I could just form the empire then have them leave, but I can't actually accrue enough land before it all falls apart, and I'm not strong enough to take on the massive khaganate nomads all crapping on me because they're all in a coalition. If they were only a few provinces, I could blitz them before their allies could do anything, but they're too big for that tactic and I'm discovering just how insanely powerful nomad armies are (I can be attacked with a defensive bonus and great generals while outnumbering them 2:1 and still get my arse handed to me. They also take way fewer casualties than other armies when I win).
Another complaint that I'd forgotten to mention: Stack wiping appears to conform to arbitrary rules. I had my retinue army get stackwiped in spite of, by the time of the wipe happening, half of them still being alive (But obviously their morale was broken) and having three friendly provinces they could have done a retreat through adjacent to them that were unoccupied by enemy armies.
EDIT: Tried the game again, this time doing shattered world because that's easier.
Ha fucking ha, of course it isn't. I want to restore Hellenism, so the game's response to that is to set the ruler of the sole hellenic province to be absolutely shite. Literally over 10 times. I had a martial of over 10 ONCE, and that time the game spawned a great conqueror as my neighbour's neighbour, so there was no way to survive that. And every time I attack, I get to do that wonderful "Do you want to spend money to get a shite reading, or an extortionate amount of money to get a good one?" thing that hellenism has as default (Why there isn't a "I don't want to look at it at all, tyvm" option is beyond me) event that results in my armies getting -10% morale. And in the actual fights? Enemy gets three strong flanks for some reason, all I get is a strong centre flank and two side flanks that consist of a single peasant with a wedge of cheese as a weapon so I always get annihilated.
One time I tried to out-siege my neighbour. The game's response was to go "Oh, OK, you can siege faster on account of having a few more men, but the second holding of theirs will have 10 more men than your army. Your second holding? You know that single peasant with a wedge of cheese last game? Yeah, he's the only person defending it so they can siege you down but not vice-versa"
I'm perplexed. This game seems to have developed a grudge with me for some utterly unknowable reason. It's like CKII has decided the actual reason I play games is because I enjoy mental torture, and not because I want to have fun.