You might think that way, you still play this game.
But most of the people voted otherwise... with their feet. Go figure.
Allow me to elaborate. XIX century is considered by many people time "between French Revolution/Nappy and Great War". Considering that first of those in not in Victoria and second is rarely happening in game (actually, for quite a long time AI was unable to even unify Germany, let alone lead to WWI), it leaves people with not that many historical "big things" they can focus.
Yes, IF you start this game with goal "I'll make my country poweful and important", you can play it. But it's not common player mindset. Common player doesn't like such general goals - it's usually either world conquest or achieving something ahistorical that is important for him (like HoI2 "I'll defend Poland in 1939" or "I'll try Seelion/Africa first startegy as Germany"). But in Vicky those important historical situations are hard to nail, because game is mainly economy/social driven, and if they happen (Civil War in USA), they are anticlimatic because of "make big stack and push it forward, keep small stacks for rebels" combat system. So you are left with game that rarely have things players can feel strongly about.
It's ok if you are player that is taking pleasure from journey, not the destination. In Vicky destination is usually very blurry (I mean, what is my goal as Mexico? Make my citizens satisfied, sure, but does it make ME satisfied?), which is confusing for all except from people knowing this period of history quite well.
Example is initial american perception of Victoria. For many US citizens this historical period is all about Civil War. It's defining moment, birth of the nation, yadayada. Big part of the american playerbase didn't expect the game about promoting farmers to clerks or craftsmen and making them work in canned food factory, but about changing the history by defending Confederates independence, then leading it into industrial era. Instead, they got the game where you can win this war (in rather boring combat involving big stacks of troops moved over map)... then you face USA attempting to destroy you every few years, no matter what you do. What do you think can be said about such game from the perspective of the player that is not totally devoted to Paradox games?
It's certainly less goal oriented for common player then EU2 (because EU gives you bigger goals to pursue and time for it). As for EU3 - this game is a product of completly different design philosophy, it can't be really compared.