If you are a player of one of these two Paradox titles, and wich to switch over to another game for a change of pace, Paradox's community of players has agreed that these two are the most similar Paradox games and can be interchanged easily.
While Crusader Kings is obviously more focused on roleplay as individuals and people, in the context of controlling territory and engaging with medieval culture and religion, Stellaris is focused more on roleplay as a nation in space and choosing what philosophy it has and destiny it takes. Stellaris has the added benefit of the procedurally generated setting and custom factions which allows for some storytelling potential, while CK integrates elements of RPGs by design.
So they're not exactly the same with how they deal with roleplay, but they both nonetheless offer a lot of emergent narratives, even more than other PI games. And roleplay is exactly what binds these two games together.
When was the last time you've played either of these two games and not roleplayed at all? As one Reddit user describes, CK and Stellaris are entertainment, Hearts of Iron is work, and we couldn't agree more that this is the sentiment these games go for.
Whether you are playing a xenophobic empire or a dynasty with an immortal progenitor, it basically boils down to giving players a platform to do irresponsible, silly things.
So, if you've found yourself a bit tired of dealing with other monarchies, or perhaps the vacuum of space is a bit suffocating, you can always switch it up, and now you know where to look first.