I'm not sure if it would be that good actually.
Having written characters with their own stories has qualities that a random character generator cannot really reach.
Additionally, CK2's "character generator" is quite different from XCOM2's.
In XCOM the character are completely generated, and you pick their levels. In CK2, they inherit their look and they build their personality and story through the game. And anyway, many characters aren't really randomly generated, but are free interpretations of historical characters.
In City of Sin, it seems similar to CK2. You start with pre-written characters, but it's likely that you'll make choices that will change your characters. How much the general story changes your character, and more generally how the various characters in the game will evolve seems to be story-driven. Which means that saying that this game is a combo of XCOM and CK2 simply doesn't work. It reminds me more of games such as This is the Police 2 or Road to Eden.