They are all massively flawed, in my humble opinion.
Paradox is excessively focused on war in its games, even though the war itself has little depth in any series but HOI. EU in particular is just a blobbing game when it could have been about the transfer from the feudal to the early modern state.
Civ is fun at first, but becomes very boring towards the end, or on repeated games. The turn-based system also totally breaks down in the modern age (there is no mutually assured destruction when 1 nation can declare war on the other and obliterate it completely on the first turn, leaving no chance to retaliate, since nuclear response apparently takes 6 months).
CA has big potential, but fills its games with daft units that never existed and makes everything far too fast and chaotic, with units out of formation and slaughtering each other at horrific rates as a result. Shogun 2 was especially bad in this regard, where ashigaru ran helter skelter at each other with swords and were all dead in 5 minutes, instead of mostly staying in lines with spears and usually withdrawing, sometimes in good order, instead of being utterly massacred.