You're definitely not wrong,
'geek. All else being equal, I too would vastly prefer to have my fantasy 4x/GS games with more appropriately epic-sized armies, and just overall scale.
Unfortunately, no one other than Creative Assembly is doing anything like that (or ever has, really). I think the two Battle for Middle-Earth games were about as close as anyone else came to giving us the scale and/or scope you & I are looking for, and even those still fell short.
me and the pub darts team
Okay, that got me good.