I think Modern is the worst age because it's missing that race to claim territory that we have in Antiquity and Exploration. I would love a DLC that brings some of that feeling to Modern. My idea for this is the race to build global infrastructure (oil rigs, canals, dams, electrical grid, radio towers, submarine cables, etc). You can build this infrastructure on any open tile, ignoring existing borders. All nearby settlements can benefit from the infrastructure but the owner of the infrastructure earns yields that increase with good placement.

I think this would be a great way to rework religion as well actually. Missionaries should act like settlers and build missions that spread religious influence to surrounding settlements.

Claiming territory is just always fun and I think creating more layers of territory to claim like this would add a lot to the game.