This is probably one of the most consistently requested features for every game you guys release, so why is it never implemented?
I'm not trying to be snarky - i'm genuinely curious if there's some significant technical hurdle or whatever.
The short answer is this:
Paradox converters have (historically) sucked. And not sucked a little, sucked a lot. OTOH the converters random dudes make on the forum are typically pretty good.
The long answer is that making a good converter is very, very hard. For example there are a lot more countries in CK then EU. Ireland, for example, almost always has a dozen or so Counts and Dukes. But in EU2 there're only 4 Irish provinces. What do you do if the English have created the Irish King-title, but have no desmene provinces in Ireland, the Anglo-Irish Kingdom has collapsed due to having an incredibly crappy ruler, there are 5 Irish Duke-level characters, but the only guy with a multi-county realm is the independent Count of Dublin and Ulster?
If you're some guy practicing his Java you can get away with saying the four Dukes of provinces that appear in EU2 are the only ones who get to keep playing, and England (which is now unified because there's no tag for the Count of Essex in EU2) gets cores on the whole damn island. If you're Johan people demand miracles.
It only gets worse when people mod the hell out of their games, and think it's perfectly reasonable to ask Paradox's programmers to spend a day a week keeping the converter up-to-date with the latest mods.
This is actually the reason converters made by random guys tend to be pretty good. They don't have to bother thinking of miracles, and if they didn't have lots of free programming time they wouldn't have made the converter in the first place. They can generally either keep up with mods, or help the people who use mods convert their games.
Nick