I’d say COIN is a bit heavier due to it’s added complexety of the area-majority part. The card selection is on par with CDGs, complexety-wise, the recurring 10-years-event is on par with propaganda/winter events in COIN, but the economy activities on the map are simpler as the movements on the map in COIN (but are on par with the area control mechanics in many CDGs like 1989 or Twilight Struggle). WsdV has a few quirks with regard to special areas (mostly west berlin), but you find lots of special casing in COIN games and CDGs, too – usually quite a few more, which adds to their complexity.
I think Cuba Libre (as the “least complex” COIN) is still a bit heavier than WsdV, but not too much, so could be a good stepup if you want to go into that direction. To put my theory to a test, I would first have to create german cards für Cuba Libre, as my wife doesn’t speak english and so CL isn’t an option for us.
Another option you could go for would be Polis, as that is in the same complexety area as WsdV, ditching some complexety with the event cards (only one per round which just tilts rules a little) but adds the troup movement and area majority aspect you will later see in COIN games. So maybe try to go from WsdV to Polis and then go into your first COIN game.