Your fun is just as valid as my fun
My favourite way to play this game is to try to improve the lives of my subjects. They're fictional but it's fun (for me) to try to make everyone in my borders happy.
Some other people might instead a different roleplaying perspective as if they were playing as a nation. I think that's so cool too! Following a nation from start to finish is kinda like a parent watching over their child.
Yet other people like pushing the game to it's limits. I've seen games like "speedrun WC" games that blow me away. You've got to have such intricate knowledge of game mechanics and I don't think I could do that.
All ways of playing is cool, and I think we're all cool for finding our own way to play this game.