One episode that I think illustrates the different approaches to AI in this game and HoI4.
In HoI4, it's been a problem since release that the AI can declare offensive wars before it is ready. Say Germany gets bogged down in Poland. Once it completes the national focus to allow it to declare war on the low countries, it does so immediately. Oftentimes without having troops on that border. Then if it bogs down in France, it might declare war on Denmark, Norway and Yugoslavia, again without being prepared. It's caught by surprise by it's own war declarations.
Playing the allies in SC3, I get the Yugoslavian coup event. Yugoslavia had been trending to the axis, but the coup event flips that around and has them join the allies (though it weakens the Yugo army a lot). What do I see as soon as the fog of war in Yugoslavia lifts? German panzers, armies and bombers staged across the border within striking distance of the capital. Rest in peace, allied Yugoslavia, we hardly knew ye. Hey wasn't this supposed to be like a surprise coup?
Now, clearly, this must be scripted on some level. The scenario designer knows that this event is (probably?) coming, so they prepare, like a knowledgeable player would. Plus, it takes too long in the game to set up a surprise invasion, they can't have the Germans get caught flat-footed, so for the sake of the overall historical fit, they have them prepare.
There is a similar willingness to intervene to prevent AI problems elsewhere. Like the invasion of Norway and Denmark are handled by event. It's going to be hard for the AI Germans to pull off what they did in reality, so they basically script it, and it works. Similar with the tricky business of getting the Afrika Korps to Africa.
In contrast, I think HoI4 tries to do things in general ways and through in-game mechanisms, but this often leads to a morass. I don't know the state in the current game, but it used to be common for AI Germany to spend hundreds of thousands of troops vainly trying to take Copenhagen. Dealing with tricky situations through general AI and general game mechanics is hard.