EU3 gets one thing exactly right which most grand strategy games do not: giving the player both a sense of purpose and the absence of one.

There is no purpose in that there is no over-arching goal to the game except survival: no ‘collect x many coins,’ no ‘conquer the world’ — unless the player desires it. In that sense, it’s a sandbox.

In the specifics of decision-making, though, everything needs to have a purpose. Want to go to war? Better have a good reason, or your people are going to be unhappy and the world is going to be angry. And reasons are manifold, each with their own acceptable outcomes. Some wars may be fought merely to force an apology; others to conquer a continent. And many wars end in a truce: peace is actually a viable option, and total war (ahem) is not always the best option. Sometimes you’re better off with a viable trading partner than you are with an oppressed foe. Unless, of course, you want to oppress your foes. In which case, go right ahead — there are options for that in this glorious sandbox.