Playing against AIs is the only way to win without ever having to risk to feel bad. Viper for instance felt “really bad” in his sixth troll video for how he won (see https://www.youtube.com/watch?v=7evljCm58SI&list=PLrFe08sgKX495v6JMpV01EBkznucm1Oqf&index=7&t=0s).
In AoE III, there’s no risk of the AI resigning before you’ve finished what you’ve wanted to do. You know they’ll always offer their resignation, which you then can refuse. 
There’s of course the 104 taunt in AoE II, but casual or newer players may not necessarily be aware of that. On top of that, it doesn’t seem to always work (see How to stop the AI from resigning?). I don’t know how AI resignation’s are handled with in AoE I & AoM, as I’ve never played those, but as the gameplay seems closer to me to AoE II than III, I suppose AIs can there also resign too soon for the player’s taste.
In AoE III, it’s even that nicely done, that AIs will regularly offer their resignation again later on. This is excellent, as you may now have finished what you wanted to do and indeed want to avoid the nuisance of having to track down every lost unit on the map, like fishing ships on Honshu…
It seems to me that it would be a nice Quality of Life feature to have in the whole AoE franchise. 
While I’m at it, I hope for very strong AIs in AoE III DE & IV, just like the extreme AI in II DE! (For what it’s worth, I prefer the terminology “expert” than “extreme” for the hardest possible AI). Maybe most importantly, AIs should finally rebuild lost TCs, just like in AoE II !! (And not just rely on covered wagons, as it is right now in every AoE III version…).