I’ve played Europa Universalis IV and Crusader Kings 2 so I can give you my comparison, not sure about Vicky 2 tho:
Crusader Kings 2 is focused on managing courts in mainly European countries. All the nitty gritty politics of betrayal, executions, war, promotions, etc. In this game you play as a character. They have stats, ambitions, skills, family tree, and so on that you need to take into account. You play as this character (or later their heirs) and try to expand the country or rise through through the ranks to becoming king. Or you could assassinate the king’s heir so you can become the next in the line of succession, for example.
CK2 is a lot of micromanagement but as a result you lose a bit of depth in other areas. The map is fairly small since you’re managing courts so you really only get Europe and some bordering countries. But you often won’t be dealing with courts more than 1 or 2 countries away so it’s not too bad. Military system is a bit shallow, same with some economics options.