I am enjoying MTW because I don't have to scour my vast empire for Rebels that pop up and can place themselves on any road at random. I enjoy not having to worry about my merchants' assets being siezed when I'm not looking. I don't need to chase down babystacks of enemy soldiers wandering through my territory, and I don't have to deal with my fleets retreating to gods-know-where when they lose a sea battle.
Plus the immersion is so much greater. I feel like a King planning my conquests from a darkened war-room.