Paradox have a long history of making their games for Steam, publishing them on other platforms as an afterthought and not caring at all about compatibility or support and this is an egregious example of that. This release is incompatible with various mods, even though it is supposed to be the same as the Steam version. You should also expect plenty of problems with vanilla multiplayer, it WILL NOT work smoothly out of the box. Basically, if there is any chance of you ever wanting to try out mods or multiplayer, this is not for you.