I grew up with Civ 4 onward and have around 5000 hours on the three combined. A few weeks ago I asked myself the exact same thing and went back to civ 4 and 5 after getting bored of 6. I proposed myself to try play a match on terra maps/emperor difficulty normal speed and no tech trading in civ 4. My preliminary thoughts are:
Civ 4:
1.The AI is is more competent in Civ 4 due to the overall easiness of the game as less mechanics than 6 but more than 5 but decisions are less meaningful.
2. Rushing in Civ 4 was by far the hardest. (tech spread; the over importance of overarching strategies with stone, marble and so on for a long term viable strategy vis exposing your economy for immediate city gain).
3. The science and gold equation, plus the fact that there are no purely scientific traits in game made science advantage attainable if your economy was extremely successful or had a wide established empire. Therefore turtling was not a real thing.
4. The unit value is ridiculous, letting you spam huge armies that die quick, specially arty.
5.Combat system expects definitive outcome on every encounter, which incentives having armies in cities or attacking cities, so the principles of chess (controlling the board/map) doesn't apply.
6.The OST is a perfect collection of pieces, albeit too much Bach for me and not enough Dvorak <3.
7. Graphics are ugly realistic design with terrible color palates: Menus and advisors were is by far the best one in the series offering lots of information for you to device strategy.
8. Diplomacy further incentives the player to war as you cannot play neutral when to opposing factions harass you to attack or to cut relations with either.
9. The concept of health from strategic resources made them more relevant to the game.
10. It is more oriented towards expansion and conquer, as even the great nation of Inca can struggle with a silly Japan who conquers everything and could have twice as many cities.
11. Culture victory could be the hardest one followed by diplomatic as diplomacy is terrible and culture output directly affects science which in turns makes you very vulnerable.
12.Out of the three games I find this one the hardest on higher levels, as defending is penalized with the arty system.
13. Leader/country selection and trait system offers more gameplay potential given the fact that it is based on warfare, expansion, production and to a lesser extent culture. Note that the principle of picking science to win games as a strat doesn't work here. That's what makes civ 4 a different experience, you have to expand, and conquer to become relevant, you cannot isolate your way out of success nor turtle. On the opposite, lots of cities, lots of gold and production and then work science.
14. Gold is the meta of the game.
15. Map design is good for expansion, its all open and accessible and coastal cities are great.
16. 99.9% should ALWAYS WIN smh.
17. City border logic on conquest is detrimental to game play, which forces the player to wipe out countries.
18. Unit promotion was too redundant.
19. Sorry Leonard Nemoy, some of your lines sound as if they were given by Shattner himself.
Civ 5:
1. The AI goes wonder rushing and all conquering BUT it matters more now because;
2. Wonders are meaningful, GP as well considering the themes mechanic and how science and gold are scaled
3. It emphasizes city growing and map controlling with an over reliance on monopolies over resources for trading. Civ 4 resource trading is needed exclusively on harder levels.
4. Techs and social policies tend to offer more individually than 4 making the selection process a long term plan over the immediate in civ 4.
5. It doesn't fixate on the cooperation with the AI that civ 4 did. Civ 4 gives you more reasons to interact with the AI on which gold is not the principle thing. Therefore AI can be ignored.
6. Combat is simplified but not easier as enemies are more prone to pillage, invade with fleets and can now destroy trade routs whereas in civ 4 not.
7.The ost is better than 4 if you value the amount of songs composed for this game, sadly the music is played far less in games than in 4 or 6 which is constantly played.
8. The game is focused on less cities, and attacking and defending are equally viable strategies.
9. Leaders and traits are the worst of the three, some civs are useless no matter the strat considered (not mentioning Venice).
10. Food is the meta of the game.
11. Map design is far worse and starts are far less consistent than civ 4.
12. Coastal cities are situational.
13. The game offers an art deco UI theme.
14. Religion is mandatory game breaker to have an edge up to the higher levels.
15. Diplo victory requires planning whereas in 4 not really.
16. Science victory is shorter
17. Unit promotions were designed by the devil himself, landschneckt Hussar combo was broken, as well as the cho ko nu into gattling.
18. It relies on great people more than the other two.
Civ 6:
My most controversial game out of the three.
1. The meta is the simplest one out of the three; the more cities the better, PERIOD. No eco nor happiness limitation. In deity you suffer less form these limitations that you will do in 4 or 5.
2. Which is paradoxical, because it offers more but its less meaningful. Religion for instance, in 4 having it automatically gives you the chance for exp, more prod and science ALWAYS. It is imperative for you to have that plus 1 happiness and 10% science or bend over to Shaka. in Civ 5 Religion fixes the disadvantage between peaceful and aggro game plays, keeping the hordes competitive. In civ 6 it doesn't really matter as the investment for religion is not worth it for its returns except if you are a religious or going for cult vic. Global warming is not a threat and not really game changing at all, more like a nuisance. Dark ages are as good as normal ages, therefore the age outcome its not detrimental to your game, unless you misplaced a city or conquer like its civ 5.
3. The amenity system shoots itself on the foot and what really does is make your life miserable on Deity. As almost every city has its own amenity and the risk of civil unrest is lower in this game than in 5. In 4 happiness is having double speed with copper.

4. Out of the three Civ 6 is by far THE EASIEST GAME of the three when facing the AI. It took me years in 5 my whole childhood for 4 and less than 200 hours in 6. Even after patches and never using glitches nor exploits.
5. The worst unit promotions in game, it doesnt transform the units that much making combat less exciting and more monotonous. Less units hurt even more, as they become more important to tech change than to actually use the unit on itself.
6. The game tries to achieve different simultaneous goals; having less units pushes to beelining but the promotions and the gameplay doesn't change at all until the arrival of balloons and range 3 units which is more valued now. Units are too expensive as well, forcing the meta to build your armies early game.
7. The districts are a farse, having lumbermills on hills are far better than industrial districts on itself. So the experience of city building doesn't beat the old metas of having armies good tiles and warring for lebensraum for science or to dominate.
8. Great people offer way less than 5, which offer bonuses while being created plus the effect whereas here you need buildings; the district just to have the point for you to get those GP which are not that great and this whole mechanic doesn't cost anything but time whereas in 5 they cost food AND A LOT.
9. Production is not scaled at all on 6. You produce more science building settlers than spending the amount of production on a campus.
10. Even though theming is harder, rock bands are more fun, but the images used are cheap.
11. The artistic style is based out of fisher price toys for a game for adults.
12. Movement mechanic makes the game slower.
13. City planning is fun! closing in into districts, rivers and wonders is beautiful, if it didn't look like a game for kids.... civ 5 mod will fix it.
14. Music is perfect, Cree; Ottomans; Nubia, Hymn to Nykal (Phoenicia) and Epitaph of Seikilos!!! (Greece)
15. Industrialization fixes this game as it makes everything cheap and makes you feel terrible for killing the planet and it doesn't drown your enemies, so lose lose situation here.
16. Wonders are beautiful but meaningless albeit not by much.
17. The holistic approach to a nation building, governing domestically and foreign is well felt in the game but its most of those are just add ons. This is conflicting to me, as unlike the other civs, this one makes me appreciate other aspects aside from accomplishing a cornerstone of my strat.
18. Sorry Sean Bean, your voice doesn't beat the old wise man from civ 5.
19. Culture tech three was a great improvement; same goes with map design and core game principles albeit less desirable if you are used to old games.
Civ 4 is for warring and expanding, and also teaches you about combining short term flexible strategies (Asoka, Mansa, Monty and Ramses)
Civ 5 feels like the one who teaches you the importance of citizen positions and long term planning (looking at you tradition and liberty) Diplomatic games are more fun
Civ 6 wants to give you more than cities and enemies, it prides itself in compartmentalizing actions as well as consequences, meaning that is harder to screw a game by making a bad decision. Lastly the game is far too advanced for the AI to fully maximize its potential.
I challenge myself with 4, enjoy 5 the most and recognize 6 is better.