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That's the neat thing: You don't. For exactly the reasons you outlined.
Or make yourself unwritten rules; don't capture territory not "Imperial"...give mountains back to dwarves, tundra to a Kislev, LA to High Elves, declare war on all wood elves and burn their trees. Whatever floats your boat.
If not, then some of the things I recommend:
- look into the short and long victory conditions if you didn't already and try to achieve that.
- Try a mod that adds more/better victory conditions:
https://steamcommunity.com/sharedfiles/filedetails/?id=2858059010
- optimize your provinces, try to get max income from the big potential ones; try to make army focused regions and so on;
- optimize armies; make sure Karl for example actually has greatswords and reiksguards in his army, since he buffs them especially
- doom stacks. Try an army of 19 greatswords, 19 rocket batteries and so on;
- ordertide vs chaos: try to make a great alliance of all the order factions and cleanse the entire map of anything chaos/evil
These are just some random ideas....you're only prolonging that feeling, probably. Some of these tasks might help you be engaged again for like 10 turns but then you'll be back to square 0. So it depends how big your love for the empire is. It'll probably be more fun to start something new, but try to set an objective from the get-go and stick to it, like the order vs chaos thing. Cheers, have fun!
It's because your power projection has nothing to do with how many provinces you hold and that turn 30 and turn 150 are exactly the same that it's a problem here.
Other factions or army comps, you kinda just win while not even at 20/20 with an army you would consider to be weak.
Most frustrating part of endgame for me was how annoying the AI decided to be. They weren't tactical, they didn't plan, all they did was use teleporting stances and take places I just took, forcing me to either go back or keep pushing forward knowing I'd have to go back eventually. They don't plan your demise, they want to make sure you take as long as possible to eventually destroy them. That's... kinda meh, tbh.
I always have issues with N'kari, I played as Balthasar Gelt and auto resolve favours him to the point of absurdity, gotta manually battle until I, someday, get my 19 elite steamtank doomstack, after ~225 turns AFTER I take Nuln in Wissenland, owned by pricks who start with 2 fealty and have minimal events to increase it.
A recommendation would be to find a doomstack you really like, and battle with it, even if auto resolve doesn't favour it. It's really fun to roll enemies with doomstacks, that 'is' the endgame for me, see how it fares against different factions and comps. Endgame is not difficult, neither is getting there really.
You have no duty to finish your campaigns. Play untill it stops being fun and you stop feeling that you will have more fun in future.
Battle difficulty will apply multiple stat maluses or bonuses to enemy armies, decreasing/increasing their melee attack, defence, leadership etc.
Campaign difficulty will apply campaign maluses or bonuses to enemy economy, increasing/reducing upkeep, recruitment costs, building construction time, research speed etc.
Playing with high Battle Difficulty will be a constant threat.
Playing with high Campaign Difficulty will be an early game terror, since they expand, build, and field more higher level armies against you quicker, in greater quantity and quality. But once you get past that stage it's just smooth sailing (mostly).