I didn't play the sc2 campaign as i don't like how things are going, so i can't speak for it, but as a whole i feel that starcraft 2 is much deeper than eu4.
In eu4 you can do nearly anything and go till the end of the game without problem, your actions do not feel important, you conquer a province, you make armies, you trade, you do anything, but you have to give yourself your own goals, you have to set your own rules to find it fun and interesting after the first 50 hours (and being able to do that, i find the game extremely enjoyable).
Sc2 on the opposite is a game where you have to use any means to win the game, every action is important, you have to make important choices if you want to win. I can't explain it very well i'm sorry, my english is so bad i can't find the words to describe it.
I think that both are so different that it is pointless to compare their qualities or try to find the best one. Don't choose between one of them, play both if you like both.