Well, see, France has THE MOST flavor. the file for flavor for France is 96 ko (not including missions...). Then you have Russia (76), Ottomans (72),... Then you have all European majors, with only Japan as non European getting more love than some European majors (more than Austria/Poland). Then you have Ming with 28 ko (you can make a point where they have more because of faction events), Netherlands (26 ko), Venice (25), Portugal, Ethiopia, and then any other country has an event file smaller than 20 ko. Non European nations with more than 10 ko are PErsia, Vijayanagar and Mamlukes.
Anybody else has roughly 10 times less flavour than France, and it includes most non European nations with DHE, including even majors non Euro such as Timmies/Mughals.
As for "custom mechanics", Europe already has the HRE, its 4 fleshed religions, two of which have unique mechanics (papal election and piety for reformed), the 30 years war/reformation events as well as trade companies, PU and revolution mechanics.
You can't really say that any other part of the world is more fleshed out; what they did is make unique mechanics for SOME of the other religions (buddhist/taoist are both still terrible and Muslim all play the same wether it is Sunni/Shia/Ibadi; never played shinto but I don't think they have much more) and add a few DHE.