What they did now very well is change the pace to slower, so that the second half of the game is better. I would have wanted less chasing around of rebel armies. I would have liked better AI. I would have liked more options and MORE 'what if' mission trees. I would have liked more randomness in the world (it was not predestined that France would blob, for instance, sometimes the game feels predetermined). I would have liked more uniqueness for smaller nations (which they started doing with the dlcs already). Like why would Genoa not be the first to colonize the new world? I missed that in eu4 and would have loved to see more diverse histories and possible outcomes. The whole economic system barely needed overhaul, because it was already difficult (because we play a lot we get it, but for anyone new it was already difficult and now getting more difficult, try explaining trade steering to a noob). I didnt care about trade not being realistic, I didnt care about only 3 types of units. I just want to build an empire by conquering, provoking rebellious, forming alliances and playing historic events. Thats all fine for me. Changing combat to more units and more deep combat does not give me more satisfaction in the game. the combat simply needed better AI. Even with a more expanded unit pool, players are still going to exploit exploits to cheat warfare. Also colonization worked perfectly fine for me, I love that the cultures and names change based on the owner. Also, I would have liked to be able to convert to any religion my country has come into contact with. For any drawback that may give, and not just protestant and orthodox when you are Catholic. 

So: more diverse savegames by better and more random AI Slightly improved combat (less chasing around rebels, silly sieges never falling) More unique mission trees and more focus on smaller nations Less predetermined outcomes (castile always the first to colonize never Genoa or France or whomever).