The question was how is the gameplay actually different? It's a simple enough question, if you actually had an answer. You obviosuly don't, we both know that.
How is the gameplay different when playing Austria or Oman though? Either way you use your economy (supported either by tax or trade) to build up a big enough army, you annex a few small neighbours with that army in order to either get more tax or more trade power, and then you use all of that to attack a larger neighbour when they're distracted by another major war. You advance until you're parked onto provinces with favourable terrain and then wait for the AI to throw their army to their death. You then occupy everything and negotiate whatever deal you want, and then use your ill-gotten gains to build a larger army to do it all again. This is true regardless of who you start as in EU4, with the only difference being that with some nations you might decide not to start a war with your larger neighbours straight away and instead use your army to go and colonise America or Africa.
Unless I'm missing something, that's the exact path that all of my EU4 games have taken. About the only to gain territory without waging war or colonising (both of which use less complex and less diverse systems than in Stellaris) is to build up your strength enough to vassalise people through diplomacy and then diplo-annex them ten years later, which you can also do in Stellaris.
The way you improve your empire is almost exactly the same as in Stellaris as in EU4, except that in Stellaris annexing enemies opens up more options for colonisation.
Edit: And none of this is a complaint, by the way. I love EU4 and Stellaris. But the variety in both games comes from random occurrences and discoveries, and the way the AI expands or allies with each other. The basic gameplay, though, is always the same for either game.
