Sure. Go buy Dawn of War 2 plus the expansions. Now try to get your friends into a game. Gee that was easy, since you were able to invite them from your friend's list to your game. Oh, and there wasn't a separate login. Oh hey, and you didn't need to once dick with ports, your router or dilithium crystals!
On the down side, you'll no longer have the opportunity to continue the long tradition of sacred mystical dances on the winter solstice that paradox has always required in order to get their games to work in MP. I just don't know what I'd do with my ceremonial goat.
Anyway, speaking of DoW2 I'm going to go back to playing that with friends. CK2: it's what I do alone! After all, if I can't play with others why should I bother trying to get them to buy it.