They should, but the problem with Paradox games is they are constantly under development even post-release. They will need to constantly modify and update tutorials, which they have been very bad at in most of their recent releases.
Yeah, look at EUIV for example. It has changed so much over the years that any in-depth tutorial would need to be partially re-done.
What might be really nice is an in game encyclopedia like TW has. That would be awesome IMO.
The wiki?
I personally "hate" tutorials in most games and I wish it became usual to give the chance to completely switch them off. I can't believe those shooters for example where I spend the first ten minutes or so being told how to crouch. Seriously?
On the other hand, if the game is very complex, I will go on YouTube, wikis...