I tend to agree with Bob & Caesar. It would be a nice feature, but certainly not necessary, and not worth holding up development or release, at least in my opinion.
If I manage to hold the HRE together as I plan to, by 1453, Ill still be king of Germany, Italy, & Burgundy; Ill integrate the Kingdom of Sicily into the Empire as Henry VI and Frederick II sought to do, and Ill also keep my hands on Outremer where Frederick II and sons let it slip away.
I may also be able to fulfill Henry VI's plan to conquer the Byzantine Empire, or failing that, to lead the 4th Crusade and do the same. Needless to say, the Turks wont be taking Constantinople from me. When the Hundred Years War breaks out, I'll ally with England and we'll divide up France.
Point is if I accomplish all or even some of this, I'll be starting EU2 with an almost ridiculous situation. I'll already own half of Europe and have completely changed the course of history, so a good many of the EU2 historical events will have no place in my game. For that matter, neither will many of the EU2 states, monarchs, and so on. At that point, Id rather just start playing EU2 from scratch!