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You might want to give Europa Universalis IV, Crusader Kings 2(free on steam), or Crusader Kings 3 a try. Definitely more of a learning curve than Civilization, but can be really fun.
I would also add Stellaris to this list.
But EUIII, EUIV, CKII, HoI? Considerably steeper learning curve, IMO! I've spent over a hundred hours just trying to take over Ireland (the traditionally newb scenario) in CKII.
I would not suggest jumping from a Civ to any Paradox title except Stellaris. There's enough of Paradox's goofiness in the space combat ("whaa... I slaughtered the enemy, how do I not get their planets... war exhaustion, wtf is that... oh that kind of makes sense") and lots of visual feedback to keep you interested without making you cry too much.