nope, other games dont make settings.txt either, but i guess you would need atleast the launcher to run for that to happen, and it aint happening. and yes, this is really frikin weird.
edit: i did a complete reinstall on all paradox games on steam, deleted everything including documenets/paradox... and all the data from steamapps... and somehow ck2 works now, eu4 still crashes on launcher but it makes settings.txt and such, will continue to experiment.