If you think about this, it seems pretty obvious the reason they didn’t include adoption was that it’s overpowered. The CK series is all about managing dynasties, so the randomness of reproduction is a major game mechanic, one of the primary sources of problems and challenges. Adoption would totally negate all of that.
Like, if Henry VIII could just have adopted a son, his whole story would have been so much more straightforward! :)
(None of which really justifies the Paradox response, of course, since adoption isn’t necessary for having same-sex marriages (even player ones) and not losing.)