I rarely play Paradox games without mods after the first couple of days after release, so I probably won't get many of the achievements. The way I see it all the cheaters would do is taking the fun out of getting the achievements for themselves while nobody else would be affected in any way. Would it really matter if players could get achievements "illegitimately"? There are no online leaderboards for EUIV or anything like that.
Allowing achievements in modded games would make it possible to get them really easy with "cheat mods".