Mostly, it's just because I get bored. I don't play games on a massive empire building scale. Instead, I just play as a small duchy or kingdom, and I don't set out to conquer the world. I guess that would be considered boring to others, but that's just my play style.
Also, it's when the map gets too goofy. I was really excited with a playthrough where I started in 1337 as Moldau, and I, from the other side of the map, watched Edward III win the most epic triumph over France, with that lovely English red coloring the map from the British Isles down to the Mediterranean. Then, Edward died and all hell broke loose. England and France completely fell apart, a dramatic reversal caused various Muslims to conquer all of Castile, and the Holy Roman Empire was replaced by a mega-Bohemia.