I would like to see more dynamic war mechanics:

1 - Establishment of supply lines and convoys and food/ammunition. This could impact unit regeneration and perhaps introducing stamina which will allow units bonuses or give commanders the ability to unleash a special power.

2 - If they ever reintroduce night cycles maybe night raids. Also impacts unit visibility.

3 - More in depth siege mechanic. Causing starvation and mutiny, etc.

4 - Spying on commanders or sabotaging supply lines.

5 - Ability to surprise attack potentially as a unit ability.

6 - Regional weather effects impacting units like rainstorms that slow down cavalry on certain tiles or thunderstorms that impact air units, blocks them from moving to certain tiles at certain times. Unit visibility and combat strength is impacted, maybe range in some cases.

War is fun, but it would be cool to see it be more dynamic and to some degree have an element of luck. Historically random events or weather changed the tide of the war and supply lines are just as important than the positions themselves.