There are several reasons. As
@Nuklearius points out, there's no need for historical research beyond the odd wikipedia article. Another reasons is that Paradox has to put together and patch the whole game, KR just builds off of Paradox's work using tools that Paradox has provided.
The biggest reason, I think, is the number of focus trees. In KR just about every nation has one (even if they're very basic) so it feels like more is going on. With more nations having focus trees, they can be more reactive to each other as well.
There's also an issue where people confuse war with immersion, and since there are so many random wars in KR it "feels" immersive because, well, stuff is happening! But the problem is that Weltkrieg 2 is always a huge disappointment because the insane number of regional wars weakens everyone to be glorified speed bumps for the communists/Germany. I wish for the days of Darkest Hour Kaiserreich, where the Weltkrieg was a truly global and truly epic conflict with unpredictable outcomes.
Ultimately, if nothing changes on the KR end, I think Paradox will have a better NF tree "web" if you will, since it will all be focused around WWII. KR seems to be thinking in terms of "how do we make country X or region Y interesting" which results in gratuitous regional wars, whereas Paradox seems to be thinking in terms of "how do we make country X interesting in a way that contributes to the global conflict," meme alt history aside.