Perhaps one could make a case that learning the game and the deficiencies of the AI in HoI4 might be easier than the "x" or "y" game, but we still have to consider that you need to spend a certain amount of time to learn these things. HoI4 has a steep learning curve for a new player but after overcoming that part, the curve becomes a straight horizontal line meaning that there is no element of surprise and unexpected because you fully understand how the system works and what to expect from it, therefore it becomes an "easy" game.
This is a very good discretion. I think that a reason might for this might be the amount of mechanics giving you a "linear" growing benefit vs "exponential" (or threshold based) benefit.
Example for a "linear mechanic" in EU4: Trade efficiency. Having more is better and the effect is very predictable.
Example for a "exponential mechanic" in HOI4: Armor. Having more armor than piercing gives a extremely large advantage (~+50% Damage to the opponent and -50% less damage taken).
HOI4 has a lot more "exponential" mechanics. Other examples are soft attack (each point of soft attack over the opponents defense does 3x more damage compared to points below the defense value), airforce (having air superiority lead an very large advantage even if the total size of the air force is very small. As a minor having 100 CAS against a other minor helps a lot) and (a bit more questionable) speed (fast Units to overrun retreating units). The examples in EU4 that I can think off would be moral (Armies with a very high moral can stackwipe enemy armies) and military technology (some special tech level can give a nation a disproportional high advantage), but the first aspect is more relevant in mid/late game, the second one is more like a temporary thing until the enemy develops the same technology. Most mechanics are more linear giving you small benefits which must be accumulated to provide a strong combined effect.
Having many exponential mechanics lead to the flat line after the steep learning curve since there is no reason to explore alternatives if you already have a tool strong enough.