I awlays want to play a game of skill to win and not to be based on chance. If a game is based on how much time is spent administering one's empires etc. then that is not a satisfying event in life, whether you're at the bottom or at the top.
I'm currently only playing one country because of the time issue. A leader of a bigger empire or CEO would have more administrators to carry out one's policies, not to administer them oneself.