Coalitions belong in EU4, not in CK2. Plain and simple. I said it on Reddit and I'll say it here - the idea of a coalition is one that only makes sense in the timeframe of EU4.
CK2 is about ruling as the leader of a dynasty and governing your realm and managing your vassals. It is a game of titles, the people who hold them, and the land bound to them, and the management of these.
EU4 is about advancing the interests of a nation-state. There is no tier of titles that link up into higher titles or split off into lower ones. There is merely land up for grabs between regional powers in the struggle for dominance.
A coalition is a group of nation-states that feels that their mutual national interests are at risk of being subjugated by an upstart power. It involves state bureaucracies and institutions and nationalism and lots of little intricate forces and entities that work in tandem to propel a nation-state forward. This is the Napoleonic Wars, this is the Thirty Years' War, this is the Italian Wars, all of which happen in EU4's timeframe. The philosophy behind this style of governance and diplomacy came from people like Machiavelli and other writers in the renaissance, initially applied to the Italian city-states, eventually applied to powers like France and Austria and Spain and England, with great success.
However, this philosophy is NOT within the timeframe of CK2. CK2 focuses on the feudal contract, vassalage and lordship, families vying for power against rival families, calling in their family members and whatnot to assist them. It's more akin to mafiosos, while EU4 is more like corporate interactions.
To put it simply, in the CK2 timeframe a feudal ruler wouldn't give a rat's patootie if some other realm hundreds of miles away was getting big; after all, the ruling families of the two realms weren't interacting, there was no marriage or possibility of inheritance, there may be some sort of trade between merchants but the bourgeoisie weren't influential enough in this time period to have monarchs care about what they thought. Realms did not have the necessary bureaucratic infrastructure or diplomatic mechanisms to even consider forming a coalition. There was no benefit to their House, they were not being called to the defense of a family member or a trusted ally, therefore who cared? It's just simply not the same mindset as there was in the renaissance. Furthermore, if someone was pressing their claim to a title, that was their right to do so, after all, it's about family, they share the same ancestor as the holder of the title, there's no problem with it.
The notable exceptions to this were times such as the Mongols, where there actually WERE groups of realms which worked together to combat them when they were pushing into places such as Hungary and Poland, but a), this was an EXCEEDINGLY RARE OCCASION. As in, the Mongols were considered an existential threat to entire kingdoms in Europe, and, as far as the Christians knew, meant their downfall to a horrific Pagan foe. And b), they were STILL nowhere near the size of coalitions in their current state. The coalition was, if I recall correctly, three, maybe four realms in size? It was Hungary, Poland, and I wanna say the Pope and the Holy Roman Empire as well, though my memory is fuzzy.
This is why it's immersion-breaking, and frankly, not suitable to this time period. It makes perfect sense in EU4, but not in CK2.
Not to mention all the silliness about rulers of your religion joining in the defense of a heathen in a Holy War...