In EU2, sometimes I'll pick a country and be content with nibbling around the edges of history. I'll try to restrain myself into following a more-or-less historical path, and it'll annoy me when the AI isn't being cooperative. Other times I'll take control of Kongo and try to colonize the new world (or something), and I'll be annoyed when the game tries to force history down my throat. Seems like a pretty difficult task balancing these two conflicting desires. I think EU2 did a decent job for the most part.
I think the game should, if anything, favor giving us more freedom to do what we want, and let the mod-makers work their magic in providing us with a more rigidly historical game.