Spoke too soon, now it's back sort of. The curve isn't nearly so scary. It seems up jump up to 81 C then hover around there now, where as before it would keep rising into the 90s. So, better but still not great.
It's not uncommon for EU4 and CK2 to push GPUs more than more graphically-intense games, because we push many calculations off the CPU to the GPU (which does them faster).