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Except for the fact that designing complex, intriguing, dynamic, and universal mechanics in incredibly time intensive to develop. Don't forget how broken even a well designed one can be. It's not sustainable for a long term game project that continuously updates to add massive new interesting systems and mechanics.
Happily, such mechanics don’t need to be complex, intriguing, dynamic, and universal. They just need to be better than mission trees, because—by creating problems without solving any thing substantial and being blunt-force solutions to the problems they do solve—mission trees sit at or below the floor for acceptable mechanical design.

EU development has managed better-than-mission-trees admirably in the past and retains scope to do into the future: iterating on rebels, subjects, estates and autonomy would all be good places to start.
 
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Happily, such mechanics don’t need to be complex, intriguing, dynamic, and universal.

A thought I had recently is that the idea that the mechanics should be universal is actually one of the stumbling blocks for Paradox games. The division of these games into specific time periods generally is done because it is recognized that mechanics that make sense in the early middle ages don't make sense for the early modern age and neither make sense for World War 2 - and the same goes in the other way. However, within a given game, there is sadly too little variation across different societies. In EU4, everyone plays, more or less, as a nation-state, even if the very idea of a nation state only properly emerged halfway through the game's time period. In CK3, everyone plays, more or less, as a feudal lord, even if several of the areas are explicitly not feudal lords.

For all that I dislike about the direction Vicky 3 went, I do appreciate that, even just visually, there is a huge difference between the tribal societies in Africa and Great Britain. Granted, its mainly that 'you can't even play those tribal societies,' but at least that very fact indicates an acknowledgment that the gulf between those two extremes is very wide. And CK2 initially had a similar dichotomy between Christian feudal lords and everyone else.

I can also appreciate that there's some risks in making different societies *too* different and making everyone into caricatures. But, on the other end, there's the risk seen in CK3, where everyone ends up being a caricature of, basically, a French feudal lord of the high middle ages.
 
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For all that I dislike about the direction Vicky 3 went, I do appreciate that, even just visually, there is a huge difference between the tribal societies in Africa and Great Britain. Granted, its mainly that 'you can't even play those tribal societies,' but at least that very fact indicates an acknowledgment that the gulf between those two extremes is very wide.

But Victoria 3 went even further in the "every nation plays the same direction" than the prior games for the playable nations. Somehow the "free" nations play exactly the same as the dictatorial ones with the player able to have the same level of control of everything.
 
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A thought I had recently is that the idea that the mechanics should be universal is actually one of the stumbling blocks for Paradox games…
Yes. I think a key challenge for design in EU (I’m not very familiar with the other gamelines) is that it needs internal differentiation both vertically (countries extant at the same time should be distinct) and horizontally (the same country at different times during the game should be distinct).

One approach to achieving horizontal differentiation is, as you say, by building non-universal, tailored mechanics which are different for every country or group of countries. We’ve seen stabs at that in EU including:
  • differentiated religious mechanics such that each religious group and sometimes religion has some level of “religious game” that’s different, even if not especially interesting or complex;
  • tributtons and other largely disappointing attempts at simplistic bolted-on differentiation;
  • unique government mechanics and forms, which give tags using that government and perhaps even ones nearby (e.g adjacent to China or the Empire) a substantially different experience;
  • unique mission trees, scripted culture-by-culture or tag-by-tag, which are both (relatively) low effort to generate in that they don’t require implementation of new mechanics or graphics and well-received by many players because they deliver high-impact rewards.
We’ve also seen examples, like absolutism, of EU designers trying to implement vertical differentiation by creating mechanics which fall in or out of relevance over time. Strictly speaking the fact that missions have to be completed in order means that they can differentiate countries over time too.

I think it’s reasonably easy to see that things requiring implementation of graphics and mechanics are, even if a more satisfying solution, costlier to add than things that don’t. Hence mission trees. However they are poor design in a large number of other ways as has been discussed in this thread.

It seems to me that there are alternative ways in which tags can be horizontally and vertically differentiated if Paradox sets out with that as the explicit goal simply by considering how countries relate to existing mechanics, and how that alters over time. For example:
  • Feudal societies operate in the way they do because exercising central control over large areas with premodern and early modern technology is hard, and raising and sustaining permanent armies is hard. If force limits were enormously reduced so that force limit predominantly came from buildings, estate loyalty and maybe (say) grain provinces, and autonomy enormously increased in provinces far from the capital, it would make mechanical sense for feudal societies to operate by maintaining large numbers of strong vassals with their own force limits and autonomy centres in order to field large armies comprised of vassals and their troops…
A change like that sounds fairly minor, but I think it would ramify into some significant differences between countries over the course of the game. Rather than rely on extensive armies of vassals small, rich countries could field large armies of mercenaries; if the “distance from borders” modifier could be adapted to make vassals gain liberty desire from having their troops killed in distant wars—or simply won’t send troops to fight extremely far away unless relations are very high—we would begin to see more plausible blob-behaviour where (for instance) France remains powerful and hard to invade but struggles to project power as far as Poland.

By contrast countries with mandala or tributary systems might operate on a feast-or-famine model wherein they receive lumps of manpower all at once and need to use them swiftly in the hopes that they’ve got an advantage over their neighbours (who might still be waiting for tribute). Whereas feudal societies might naturally see long sustained wars while some vassals take the brunt of the conflict and others recuperate, mandala systems might see short brutal ones trying to leverage their advantage and get out before the opposing side pulls together.

Over time the feudal kingdom might begin to centralise and rein in its vassals, exchanging feudal levies and relative stability for higher stability costs and a (probably) smaller but more directly controllable army, or it might opt early on to centralise its vassals into a large but highly autonomous kingdom and fight wars predominantly with mercenaries.

This kind of design wouldn’t require rebuilding old or implementing new mechanics, just tweaking what we’ve got, and it would help to significantly distinguish different countries and time periods in the game. It could be applied to every mechanic in the game and refined over time, and further improved by layering unique mechanics for specific tags (like the Prussian monarchy or the HRE) on top. But that kind of thing is completely obviated by mission trees, which notionally eliminate the need for “storytelling” via quality mechanical design because they can “represent” whatever would be captured by strong mechanics with some silly abstraction into mission completion requirements.
 
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