This is a good point, and offers an excellent reason why achievements could be a valuable addition to Paradox's grand strategy games. Despite what the nay-sayers claim.
Sure, there are lots of ways to complete these games... but I get the impression a lot of people only ever stick to one, which means they miss out on a lot of the gameplay experience.
For example, I think a lot of people start an EUIII grand campaign in 1399, play for 100-150 years or so, then get bored and re-start the game... so they never get to see the late-game National Ideas or troop types or governments. Offering an achievement relating to them might encourage players to try out that aspect of the game instead. (
"We the People" - change your government type to Constitutional Republic, for example).
Or since a lot of players seem to approach EUIII as a conquest game, then offer achievements for peaceful successes, such as having an income twice as high as the next-richest nation, or being at least 2 levels ahead in every tech category. (Though of course you should have conquest-related achievements as well, to balance it.)
In short, reward playing the games in different ways, rather than falling into the same old rut every time. Open-ended sandbox games are actually better for this style of achievement, not worse.