How does it?
CK2 or Vickys mechanics dont change halfway through the game? They are exactly the same to EU4 in this regard.
Could you explain what you mean by saying they are different games at beginning to end? I'm intrigued!
I haven't played through very many full CK games and I haven't played CM so I can't say as much about it, but at least by starting in later dates one can see realms as much more centralized and powerful, and provinces more built up and expanded, than they were in the beginning of the game. The political landscape transforms as Pagans either convert or reform their faiths, changing (at least some of the time) loose tribal regions into monarchies. The unlocking of Crusade and Jihad mechanics also has an impact but that's less important.
Victoria, though, is incredibly different. Europe's states start out as absolute monarchies with little to no voting rights. Most have very, very limited industry. The beginning of the game is all about setting the stage for the future: establishing a literate population, bureaucratic efficiency, etc. Diplomacy is limited as you're only allowed one great-power ally, and you don't have many tools to control the world around you, not having unlocked the technologies that allow rapid expansion of the sphere of influence. Tax income is low and mostly comes from the poor classes farming and laboring. There aren't any options for colonization outside of picking off the occasional unciv, and wars between great powers are fairly rare unless instigated by the player.
By the 1860s-70s, basic industry is established and the player has had to make numerous choices about how to progress. Did they invest in their economy directly through state capitalism or go laissez-faire? By this point most income is still coming from the poor anyway, but developing countries have established capitalists and good literacy. European countries also tend to be shifting toward democracy as well, and great-power competition begins to pick up as Africa's colonization opens and Italy & Germany proceed toward formation.
By 1900 the world has been completely transformed. Developed European economies are mostly industrialized, with most tax income coming from the rich capitalist class. Literacy is increased to the maximum, and all efforts go into competition with other great powers as alliances are no longer limited to one per great power. Usually by this point crises are firing off all the time and wars, even world wars, become decently common in which the map sees huge changes. The player gets more choices for government as Fascism and Communism unlock and revolutions occasionally take out an AI government as well. Most of the world outside of Europe finishes westernizing, adding another layer to the politics and economy of the game.
On the military side of things, you go from tiny armies lumped together into a few stacks in 1840 to, for the player at least, titanic armies covering every province bordering the enemy in a line. Navies transform as well, from wooden ships to ones made of metal, requiring significant continual investment to keep up.
The mechanics of Victoria don't change,* but the number of variables interacting with one another are so great that as each aspect evolves it impacts each other aspect to create a different experience. Fighting a war in 1840 is entirely unlike fighting a war in 1900, both in terms of the number and type of units involved and the strategies one might be trying to pursue using those units. There is some change in this respect with EU: First getting cannons is exciting because they're a unique tool you can use to make sieges go much more quickly, but soon they just become a standard part of every army for the next 300 years, and it goes back to being just like 1444 again with armies running around trying to kill one another and occupy provinces. The way you use armies in late game
is different, but not by much. The main difference is only in their size.
*With some important exceptions: The unlocking of the colonization of Africa, Great Wars, loss of restrictions on alliances, new ideologies, plus surely some others that I'm forgetting.