I've been revisiting anno 2205, infamously the ugly duckling of the Anno series of RTS games. I don't mind so much the fact that it's different, lacks customisation and random map generation - I'm bothered because the game is so slow to progress through on challenge settings, and it feels like a game designed just to artificially waste your time; in other anno games, you can always pull tricks to dig yourself out of economic crisis - selling off assets and surplus goods, completing quests for other parties, or taking loans. 2205 is very very confined in terms of what you can do to financially recover in the early game and forces you into a lot of military events.
For a second I wanted to defend myself by saying "that's just what I was told", but I think that's not even necessary, it seems it really is objectively a very odd game then, even for people who know the rules.
I can understand getting fun out of a bad game, I had fun in Two Worlds and other janky titles. And I see some "famous" streamers like Sseth just enjoy completely breaking all the systems in a bad game. My trouble is that I can't recognize those systems in enough depth to start abusing them, that's probably one reason EU4 didn't click for me. I tried to just play it straight, and then you run into all those problems you mentioned. From what I casually observed in EU4 forums and the like, people really tear apart the systems to find anything that can be abused to their advantage.