Well, first of all, I'm not just doing the challenges to complete the challenges. This is actually my first time doing a serious Muslim campaign, and it has been fun regardless of the challenges. Keeping the Sunnis from swallowing me (a Shia) by none aggression pacts, taking advantage of revolts to pick up some land here and there. Watching with despair as the Shia Caliph got crushed out of existence, only to then start cackling madly when I realised this meant I could now create the title myself. Allying myself with the other major muslim powers (who aren't shia) to beat back the Christians. Also, since it was my first Muslim run, a whole host of events and mechanics I hadn't seen before.
And yes, I didn't create other kingdom titles because of the opinion malus. And I'm afraid of making an empire title since than Yenem would no longer be my primary tittle, and I wasn't sure it would still count. Also, I wanted to see just how ridiculously huge I could get while still 'only' being a king.
So, would making en empire title negate challenges of holding Yemen for 100 years?