Update: having had a brief opportunity to review (the excellent!) Dark Dungeons, I would note a few things.
First, although domain management and mass warfare/siege rules are well-described, those can off-putting to people that want to play their 20th level rogues, rather than 20th level accountants. It is up to the DM and his players to work out how those aspects of mid-high level play should appear their game, and to what extent.
The guide to playing PARAGON-level should describe the role that a high-level group can play. Threats to the realm should be large-scale (e.g. invasion), and require the PCs to use their skills in a much wider forum.
Secondly, although I note that Dark Dungeons goes into significant detail about Immortals, it pretty much skips over the requirements to become one, you just seem to need a hella lot of XP. That's a shame, since the chapter title suggests otherwise.
Now to some extent "just XP" is not necessarily a bad thing; one of the issues with the BECMI Paths to Immortality was that they weren't really set up for a party to achieve. At least with XP, everyone can qualify, and it's up to the DM to determine what's required to be done to earn that XP.
But I think it's a missed opportunity. I thought the Paths to Immortality - or at least the basic ideas behind them - were superb, and truly met the requirement of EPIC (which is what the bulk of this thread is complaining about.)
As for the Paths not being suited for a party of adventurers, that's only partly true. I think the DM can and should be able to create a Master/EPIC level campaign that requires all the adventurers to work together, and allows them to ascend as a group.
Unfortunately BECMI didn't really address that at all. But I see that very much as a straightforward problem that can be overcome.
(IIRC there was a group of Immortals referenced in one splatbook, elfy GAZ5 mebbe, that had ascended together.)