I liked HoI3 when it came out. Played it for hundreds of hours, and played several full campaigns. After HoI4, though, I just couldn't go back. I remember reinstalling and loading up HoI3, playing it for what felt like five minutes, and quitting and uninstalling. The UI is just clunky. God, is it clunky. Add to that how unstable and crash-prone the game can be (heck, the #1 thing I appreciated with HoI4 when it came out was that it never crashed

), and how god-damned long it takes to get anything done, and I don't think I'll ever return.
HoI3 did come across as a more serious WWII game, though, and the COC system did add a lot of immersion, and it was a neat feeling to have it set up and be able to quickly move corps and armies from one front to the next, for example. I wish the HoI4 system was more flexible that way. Also, I know a lot of people complain (rightfully) about how ridiculously time-consuming it was to set up a chain of command, but that's a quality of life issue, rather than a problem with the COC system itself. Heck, all it really would have taken to make it super-useful would have been that "assign selected units to nearest HQ" button from War in the East, and an auto-organise button that organised adjacent divisions into corps, adjacent corps into armies, and so on, saving you the hassle of doing so yourself. Then you could tweak it from there to your heart's content. Oh, and that hard cap on the number of units in each formation could probably be taken out as well.
Other than the COC, though, and a more... advanced, if opaque and far from perfect supply system, I don't really miss much from HoI3. The minimap was cleaner, where the HoI4 one is a cluttered mess. Even the simplified terrain mapmode is hard to read, with the unintuitive colour scheme, national borders covering terrain colours, and the even colours fading away for some reason when you zoom out (serously, who thought that was a good idea?). Oh, and I liked how organisation took much longer to regenerate, and how divisions needed to rest between battles. Both of these I think should be implemented in HoI4.
But apart from that... I prefer HoI4, especially when it keeps maturing with every update into a more serious and immersive WWII grand strategy game. The production system is a lot deeper and more rewarding. You're not just telling the game to build you an infantry division, you're putting together companies and battalions and building infantry equipment, trucks, and cannons for them. I love the ship designer for the same reason, and I can see that idea being expanded to planes, letting you start with empty fuselages of various sizes and shaping them into everything from naval bombers to interceptors to reconnaissance aircraft or maybe even transports. The supply system is lacking, but an improved one is on the roadmap. I also prefer the resistance system in HoI4 over the micro-fest and whack-a-mole partisan uprisings in HoI3. Likewise, the battle planner has some serious issues, and the naval system takes some studying to understand, but both have serious potential, and the naval game in HoI4 feels a lot more immersive and rewarding.
As for the battle planner, the day might just come when the fronts are mostly static and you have to draw up (and hopefully name) operations, stockpile supplies, wait for your armies to prepare (this we already have, it just needs to actually be impactful), and then execute the battle plan and have your divisions fight until they're exhausted or the front stagnates, at which point you need to end the operation and have your divisions assume defensive positions.
The gripe that wargamers need to be able to manually control divisions to get that WWII feel is also an odd one, since commanders-in-chief of large nations like Germany or the USA to my knowledge seldom micro-managed individual divisions in the first place

. To me, having to draw up a good battle plan and then hand over control to your subordinates, intervening only when you have to, or to exploit breakthroughs and whatnot, is both more challenging and more immersive.
My currently biggest gripe with HoI4's design choices is the often unrealistic and downright silly national focus paths. I ended up loving the idea of exploring all sorts of alternate history scenarios in HoI4, but I wish they would have gone with more realistic ahistorical paths instead of the generic democratic, communist, facist, or monarchist paths, which feel really shoehorned in a lot of cases (the same goes for the fictional flags and many of their choices of ahistorical leaders). Oh, and the tech tree and variant designer both feel a bit gamey and ahistorical. I'd love it if they implemented Victoria 2's inventions system, letting you research major techs the way you do now, for then to have the minor improvements like homing torpedoes, better fire drills, self-sealing fuel tanks, and so on be discovered automatically over time.
As for BlackICE? I haven't found myself getting into BI for HoI4, despite numerous attempts. I admire and respect the work the devs do, but it just becomes too much for me. Expanding on what you could produce worked fine for me in HoI3, when you had pretty limited options as you were just putting together brigades into divisions, and all the production of rifles, artillery, trucks, etc. was abstracted, but letting the BI team loose on HoI4's production system just led to way too many items to produce for my liking. I appreciate the ideas, such as producing uniforms and even choosing whether or not to make winter uniforms, for example, but in practice it's just way too much work. Same goes for all the models of planes, tanks, et cetera they throw at you. Also, the complexity of the system means I might end up producing way too much or too little of some item or another, only to realise this years later when it's too late to make changes. I could look up strategy guides and whatnot, but the whole point of strategy games for me is to come up with my own, well, strategy, not have some backseat driver tell me exactly what I need to do.