One nitpick, Jesus was almost certainly a real figure. There are many records indicating someone with that name was in the area at the time, and that they were executed by crucifixion.
The religious stuff, obviously no way to prove. But as a person, the historical consensus is they existed.
Victoria 3 was just boring - I say this as a huge fan of Victoria 2.
I played a few weeks after launch, and - for every one of the 4 countries I tried (Russia, Japan, Denmark, Spain), simply building all the things everywhere and ignoring money made everything trivial.
The economic simulation was super barebones, the entire thing could be bootstrapped just by building. An entire population of illiterate farmers would become master architects overnight and send GDP to the double digit billions in a few decades.
That would give politicians another reason to raise the retirement age, in order to stay in power.