At first, I was in doubt about ironman, as in other strategy games I used to save-load for winning battles I thought I should've won (meduim-core save scumming), for example in civ series. But then, I often cursed myself for not saving when needed. Ironman in EU takes care of it with frequent autosaves at least. And if I have to think a bit before doing something rather than press save and rush into battle, it's not a big deal.
Some more points to consider:
1) EU4 being pretty strongly based on rolls, it would be way easier to get achievements with save-scumming. For example, you could just reload an autosave a month before monarch's death to always get a 5/5/5+ heir.
2) At least for me an achievement is way more satisfying if you tried and failed a few times or got it after a major setback war and comeback rather than just after reloading.
2) I played EU3 without ironman and achievements and it went just fine and was interesting nevertheless, so I don't really think achievements are a problem, rather they give more incentive to try different nations
P.S. if you REALLY want, you can copy your ironman save and try something and you will have 1 untouched save to try it another way. But for me it's too much of a hassle for too little benefit.