There also wasn't historically a finland or a finish seperatist movement during this era. There are a lot of countries that didn't exist in this timeframe that are in the game. I.E Germany, Italy, etc.
Syria and Iraq are regions of the middle east with their own tags, Kurdistan would just be the same. The name Kurdistan isn't an anachronism all.
The problem with all these breakaway states is that EUIV isn't a good game for playing a small nonexpansionist country surrounded by big empires. A expansionist Kurdish empire would just be 'any other multicultural Islamic dynastic empire'. It wouldn't have anything unique over the Ottomans, Mamlukes or Saffavids apart from the lack of historical basis.