The only thing surprising to me was how many people mentioned the lack of simultaneous multiplayer, a feature that was promised, but is shown as "coming soon" on the start screen. A game of Millennia takes tens of hours, hundreds of turns, and often the interaction with nations that aren't immediate neighbors is minimal. I'm not sure why anyone would want to play that in multiplayer. For a 4X multiplayer game, I would always prefer Solium Infernum, which is a much shorter game with much stronger interaction between players.

Paradox this week announced that they would end further support of Star Trek: Infinite, a slimmed down version of Stellaris that they released just half a year ago. And their other big release half a year ago, Cities Skylines II, also isn't in a good state yet. It is also true that even the successful Paradox games are often somewhat half-baked on release, and only get really good a few patches and DLCs later. All this is reflected in the Steam reviews, with some variation of "yet another unfinished game launch" being frequently mentioned.

Paradox does have good marketing, especially influencer marketing, and Millennia has a great presence on both YouTube and Twitch. That isn't always working out like intended, as Millennia is a complicated game, not terribly well balanced, and things can easily go wrong. So one major streamer ended up losing his main city in a rebellion caused by a chaos event, and did a mild version of a ragequit. That probably wasn't the advertising that Paradox marketing had imagined.

Personally I am still having fun. Probably because since this year I got into a "emergent storytelling" mode with Paradox games, where things going horribly wrong is part of the fun experience. Maybe you recently looked up what the 3-body problem in physics is, due to a popular Netflix series. Millennia is a bit like that, a rather complex system that can go horribly and chaotically wrong. It is easy to overlook something important, and regret that later. Millennia plays a lot less predictably than Civ6. That can be perceived as a lack of player agency, but it is more a case of the player having agency but missing information or being overwhelmed by too much complexity, and ending up doing bad decisions because of that.

A typical example would be you getting the ability of founding a religion, but unless you have played the game before the consequences of that are obscure, and things can go wrong and lead you right into a nasty crisis. In my current game I managed to get faith more or less under control, which gives a huge culture bonus, but then tried to go for a religion victory and failed to achieve that. I would have needed to combine a military "crusade" approach with my peaceful means of spreading my religion to achieve victory. To me that failure was interesting, but I can see how not everybody will like to play that way.