I think that one thing that EU4 needs to do is use some of the music from the previous games, or at least mildly modified versions of these songs. A lot of successful series have a theme
(for instance Halo and Battlefield)
that will always be associated with that series. Even if it's not the main theme being the same, having Conquistador (Eu3 main theme) pop up as soon as I establish my first colony in the Americas would be extremely nostalgic and awesome, and would make me remember that this is a series that I have played for a while, and that another game will probably follow it that I should get as well.