Perhaps you just need to drop the turn-based strategy genre and play RTS instead. Or perhaps stop playing "campaign mode" types and just play pick-up games.
For example, Warcraft 3 campaign mode still fits the bill of "grinding" levels for your main heroes. But this is not so for the one-off pickup games.
And for true diversity in strategy play against real players and not restrict yourself to the AI; because no matter how good the AI is it would always be more predictable.
If you still want some form of continuity and accomplishment, join Blizzard's online ranking system.
Sorry, both KBTL and KBAP (and most likely all other sequels) are campaign-type single-player "grinding" games...
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