And who defines “normal”, you?
I certainly don’t, I’m nowhere near the “normal” EU4 user experience.
Historically, this deposed king puttered around the Baltic as a pirate for the remainder of his days. That “normal” reality is now represented in game.
Another option is also the deposed king attempts to reclaim his throne. Paradox likely looked at what kind of resources would it take for an OPM to knock off Denmark, any typical allies, plus a still loyal Sweden and Norway, and this is what they came up with. You can argue that the support as mentioned in the Dev diary is to generous, but what would you propose instead? You can argue about other means of getting support. One idea that came to me was by temporarily forging several alliances with, and the immediate granting of 10-20 favors with, Denmark’s rivals so the player can quickly call them into a war.
What you can’t do is argue that the entire setup doesn’t belong, because then you’re no longer asking for a sandbox, you’re asking for a simulation.
That's why I hesitated to use "normal"... That word, the "norm", is in itself empty and depends on how each person views the topic and, at the maximum, shared assumptions... which we clearly don't have.
If we go for a temporal explanation, mission trees were introduced in 2018, after 18 years of existence of the EU franchise. They are still a relatively new mechanic. Yet at this point they have been there for almost half of EUIV run. Many people seem to enjoy them, and the devs seem to love making them. I may be in the minority who absolutely hates them. There are quite a few features, by now, that I at least dislike in EUIV, but we are not talking about those.
So, what did I mean by "normal"? I meant that, as mission trees were introduced long after EUIV release. There previously were random missions, that's true. They were however a side feature which wasn't thought of that much and only aimed at giving some (dreaded) flavour to countries. The mission trees were tacked on a previously autonomous system. That is, EUIV without mission trees made sense. You selected a country and played with the tools that were available to you, which were the same tools other countries had. The initial position was different, but you could expect to have a chance to get the tools the other countries had with effort, or at least there were explanations as to why you didn't have access to some, in-game explanations (like being a nomadic country).
That framework has taken a backseat. Nowaday, every country is a special snowflake with its unique history and
limited possibilities. Limited because the expected history of a country now lies in a few branches the content creators have decided should take precedence over the game's mechanics. This country will grow in that direction and this one will specialize in this... without regards to how things evolve in-game.
You talk about the DD about Gotland. I don't care! I didn't even read the thing. Lately the DDs have been super boring, because I skip everything with the word "mission" on it. That leaves very few paragraphs.
You say the Gotland mission tree is meant to represent the unique situation of the exiled Danish king. Nice, I didn’t know about this part of Scandinavian history.
Here is how they could have approached this : make a mechanic by which deposed kings can, if they hold a TAG for enough time, become their ruler and have a CB that would allow them to retrieve their country with less AE and without OE (since it’s their land). Make them start at war with their former country.
And of course, if you want to teach history, by all mean accompany the generic events by an historical explanation of what happened in the country.
Why should everything be particular? Denmark wasn’t the only country that had his king deposed and which said king exiled himself somewhere in hope of regaining his crown.
Approaching history through unique events and missions also has the downside that the rest of the game feels barren past the first few years because all this diversity of situation they add is seen only once.