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Greenland presents a problem. While there had been Europeans settlements there since the 10th century, they were abandoned in the 15th century when the climate changed and it became too cold. The area wasn't colonized again until 1721 and I am guessing it was never particularly large during the EU time period, even by EU colony size standards.

Clearly, Greenland should not be useful as a port and its location would make it very useful for a stop off for ships to the New World. You would not want a colony there. Since it was not part of the EU time period until late and of little importance afterwards, I am guessing that is the reason the programmers left it off the map. It was more trouble than it was worth.