It'd be a stretch to consider any of these games even remotely casual. I haven't played HOI3 or 4, but if they're as far on the extreme complexity end as EU4, then toning down on unneeded complexity may well be justified.
The goal is not complexity for its own sake; it has to serve a purpose. Some of the complexity does, some of it doesn't. Revisiting some of those assumptions for a new version makes a lot of sense. That said, these big Paradox games have a tendency to accumulate a lot of complexity over the years.
A lot of the complexity in EU4 consists of artificial mana mechanics, which HOI4 also has. HOI3 and Victoria II have complexity due to the underlying complexity of the simulation.