Not true! What difficulty level are you playing at? At normal, I just set up a massive alliance with Spain and Turkey (and between Spain and Turkey) with a few treaties, using "respect neutrality of" clauses. Roll through Austria, defeat Prussia, take the land bridge to Sweden, and soon you're at Russia's back door. (In the future, an option to eliminate land movement across Denmark and into Sweden might be a good idea, but it's nice to have the bridge there for the game, even though it's not too realistic).
Similarly, given that the detailed combat can capriciously kill leaders, you want to have a nation fight on if its main leader is lost.