(In regard to Europa Universalis) I agree with you completely. One thing to remember though, is that the TW games really aren't (at least from what I"ve played, and I've played ALOT) about anything you mentioned above. The strategy map in the TW games serves the simple purpose of getting you into tactical battles as quickly as possible, and the AI in the TW games hasn't been able to ever handle anything beyond Shogun and Medieval 1's simpler, 2d boardgame style map (which were by far, and still IMO the best of the series as they were "out of the box").
The EU games are far more based on a realistic (as much as possible at least) approach of running a kingdom, being in charge of trade, diplomacy, colonization, and etc, most of which are (and historically were) far more effective at gaining new territory than the small, usually stupid wars of the medieval era ever were. EU is about as good a simulation of running a middle-age kingdom as we'll be seeing for awhile IMO, and I personally enjoy them and find them much deeper than even Medieval 1 was. Waging war in the EU games however is about as much fun as watching grass grow, but it really isn't more than a section of what the games are about and isn't a common, every couple of minutes occurence as it's supposed to be in the TW series.
The TW games have been more about the visceral joy of tactical combat, with the strategy map and silly goal of "Conquer the World!", which would be near impossible for any modern alliance and certainly completely so for a medieval era kingdom, and has since Rome and it's IMO awful 3d map, always felt more like a tacked on novelty (still referring to the "strategy" portion of the games) to get you into battles than anything requiring real, long-term strategic thinking. I love Medieval 1, and think it's simpler 2d map was perfect for this type of game, but IMO the mods are what saved Rome from going the ebay route (I love Europa Barbarorum), and even with some of the better MTW2 mods (The Long Road, Deus lo Vult), I just can't get into a game where no matter what difficulty level I play on, I cannot lose, and consistently kick the crap out of the AI in even the most disadvantaged battles, where the worst human player on earth should be able to beat me with sheer strength of numbers alone, due the AI doing consistently stupid, schizophrenic things in the middle of combat.
Personally, I won't be buying the next TW game until at least some of the more comprehensive mods for it are complete, as to me CA now has a track record of ignoring glaring AI faults in Rome and MTW2 while spending the most of their time making sure the games are full of eye candy, but leaving little substance under the surface for the more hard core players out there.