EU is much more abstracted than HoI series are. Given much bigger timeframe of EU, it is less detailed in general and gives almost unrestricted possibilities as for final outcome. Contrary to EU, HoI focuses on small fragment of time compared to EU (some 40 times smaller than the one of EU), which allows lot more depth and detail for this small period of time. That's also reason why outcome of HoI games are closer to what it was in reality. It is much easier to tailor AI and scenario design to reflect those 10 years. Doing that in EU GC is impossible, or at least substantially harder.
I like HoI2 for it's WWII atmosphere and tactical orientation, better control over warfare. EU2 is great for rewriting history, diplomacy, versatility and atmosphere too, which is completely different from that of HoI2.