Really? to me it was completely the opposite. I was a huge fan of Civilization from 1 to 4… and then I discovered Paradox games (first Rome, then EU3 and later CK2). When I got Civ 5 I was very excited since I loved the series, but after I started playing it for a bit, it all fell so shallow, like playing Tic tac toe with my nephew after playing Chess.
Can they be considered RPGs? obviously not, but you could argue that taking a country from its humble beginnings, with an army of peasants and not much knowledge of anything, to an empire with gunpowder technology, navy, complex buildings, etc. is sort of like roleplaying a country, and advancing in levels just like in RPGs, with lots of choices & consequences (do you westernize? do you go for the religious reform? do you vassalize or conquer? do you help this country or that?). In this view it's more of an RPG than most so called 'shooter-RPGs' I've seen.
I loved EU3 to death, but I'm not as excited about EU4 as I would be (still preordered it though), basically because they changed their EU3's "anything can happen" approach to a much more deterministic way. As RPGers you would think EU3 approach is obviously better, since it gives you more freedom, but lots of Paradox gamers are 'arm-chair historians' and cry loudly every time something doesn't happen as it should have according to history, and looks like EU4 is catering to this crowd.