We of Japanese community members play them in windowed mode for more than 4 month now and have no problem so far. It's not surprising as these game engines are desined to run in windowed mode; it's not an option but a parameter, though.
I wish Paradox to officially implement the option, too. But I can speculate/understand their reluctance as well.
1. For many Windows users, it's common knowledge that many applications which can be run in both windowed / full screen mode won't run in windowed mode if desktop is set other than high(16bit) color.
Those ignorant of the fact tend to complain their application won't run even if the restriction is clearly stated in manuals. They vainly try running them in 24bit or 36bit color mode.
Some uesrs might have trouble changing color depth of their Windows.
2. If windowed mode is implemented. you have to expect users would run various applications at the same time. The game might be slowed down / hang up / crush to desktop due to the resources shortage/conflict (CPU, memory, Video RAM, swapping etc.). There're already people who complain these games require too much resources.
Those ignorant of the working of OS might blame Paradox for their trouble, while failing to recognize their poor environment don't have the capacity to run them simulationally.
Result: Increasing support cost and frustration.
![Big Grin :D :D](data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7)