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Since you always start with exact same setup, it becomes more of chessplay where you know your layout and you try to find best possible solution to expand and conquer. While the locations and development of countries remains same there is huge number of randomness that will change each game. Relations between countries will change, in one game they are friends and in next game they hate each other. Random events can be both benefitial and problematic to you and any otther country. Rulers have random stats so one country could get upper hand just because it got divine ruler while other country was cursed with Babbling Buffoon (actual ruler personality in the game).
There are countries in EU4 that usually expand and become major powers (Ottos, France, Russia) and others that get usually conquered by stronger neighbours. But again, sometimes big ones struggle and fall while unexpected rivals rise.
They're only the same if you look at it very broadly, you want to expand your power, you can do it through a tall or wide play-style.
You conduct war by attacking enemy units and occupying their territories.
You can conduct diplomacy with other nations, though some things might predispose them to hate or love you.
You play with AIs, which means each playthrought is different.
You can get a very big name on the map.
But, in the end, if you looked at the mechanics behind all of those things, nothing would be the same, simply because they're two very distinct game, and they are not even from the same genre (Stellaris is a 4X like the Civ series, while EU4 is a Grand Stategy Game.)
But it does have a more "your nation kind of deal," instead of the family thing from ck2.