Some of those might not be the fault of paradox, but Imperator shows that they didn't even test running it on a stock install.
I've had better luck with proton games, they don't always work but once they do I have far less regressions.
Granted, I'm on Slackware64-current, so it's possible I've got newer driver/lib versions than Ubuntu 18.04. I'm also using FOSS drivers exclusively (primarily AMD, though I've played Stellaris on Intel GPUs with decent results, too), so if you're using Nvidia graphics, that might be a factor, too.
Not sure what you meant, but X.Org is an implementaion of X11 so this doesn't make any sense.
Currently on wayland stellaris and EU4 won't start for me, I didn't even know stellaris was broken until now, that was one of the better working ones.
On xorg they will all start but games are offset and sit below the top bar in gnome, The mouse isn't offset so it's completely unplayable. One of them used to work fine in xorg though, not sure which.
It's also been a while but I wasn't able to play CKII or EUIV against friends on Windows due to some clock-time issue. Not sure if that's still a thing, but it led me to use CKII in WINE while doing large multiplayer games.
edit: otherwise, single-player native linux has been solid with CKII, HOI4, and EUIV, including mods. Vicky II did fine in WINE. I'm running new-ish Fedora.