The fact that, after a shy and near-abortive start with the first game, the second Europa Universalis not only helped Paradox Interactive become the studio they are today, but helped bring Grand Strategy computer games into the mainstream. The sister series - Crusader Kings, Victoria, Hearts of Iron - have only helped cement this over the years. If you were to claim in the late 1990s or early 2000s that a small Swedish studio would popularise this particular genre/concept of strategy gaming and become a big name European developer and publisher by the 2010s, you'd probably be laughed off. So, definitely an Awesome Moment for the entire dev team and company, after years of hard work and steadily growing success.
Even moreso, when you know that Europa Universalis was originally a board game, by Philippe Thibault, which plays exactly as you would expect from playing the game. That's right, not only did the "small Swedish studio" popularise grand strategy videogames, they did it by adapting an incredibly complex board game to videogame standards, something that really became more than a trend only recently, with simple, popular games!
Being able to, through well-thought out alliances, technology, and better generals, being able to fight your way out of a historically bad starting position and become a world power, such as forming Prussia as the Teutonic Order (normally destroyed by Poland while Brandenburg formed Prussia), taking the Byzantine Empire back from the Ottomans, winning the Hundred Years' War as England, and more.