And in CK3 you can absolutely be a vassal of a larger kingdom and fight (or negotiate) for your independence.
Yes but you can’t be a junior partner of a personal union, since this means that you (the dynasty) would be fighting yourself. On the other hand in EU4 this works fine since you’re the Senate government/country/state itself, not the king or the dynasty. It was just an example on the different focus, mind you.
On EU4 being less fun than CK3: personally I like EU4 better because I care far more about groups in Modern times interacting on a global level than individuals in Mediaeval times interacting on a regional level. And EU4 always involves some sort of “if I did this in real life I’d be a monster” decision, that actually makes me understand a lot of the shit that governments do, such as culturecide or backstabbing/Realpolitik.
But there’s no “right” choice, it’s different strokes for different folks.