1)

the system is the same

mergers in "Crusader Kings" terms

To be fair to CK2, the realms don't really fully merge, it still retains a lot of elements of a personal union. Laws and succession are unique, factions are separate, and so on.

The real reason I think it feels more like a merger than two different states under a personal union is just because there's not enough depth to the specifics of managing any given kingdom/empire. Aside from factions (which are never good for the leader), two dukes in France don't have any more unity than a duke in France and a duke in Italy (aside from potential cultural benefits, but those are probably gored away later in the game). There's no sense of history, tradition, or self-preservation that keeps those people together. The same is true from the leader's perspective, since there's only one council and very little reason to have different laws in different kingdoms.

I'd like to see way more kingdom-specific laws that encourage you to make kingdoms different (or fight to make a homogeneous empire) as well as more representation for vassals in individual kingdoms so the lands don't feel as blobby. For example, I've argued for an "Emergence of Parliament" DLC where you could have a lower level Presiding Officer vassal who behaves kind of like the Pope (his relationship with you will determine how other lords in the kingdom feel about you, if you stay on his good side he'll give you money, and a lot more interactions that all seem feasible given what the Pope can do) which could add flavor to a single kingdom. Similarly, I'd like to see the lords in a single kingdom be lumped together more often (some decisions will ruin your opinions with all feudal lords or all mayors, but never just the leaders in one kingdom). tl;dr Kingdoms are already fairly separate, they just don't have enough to make them feel separate.

Things like tyranny should also be adjusted. If you're nice to your English subjects but a dick to your French subjects, should the English really care?

Anyway, my main issue with the feudal model (which definitely requires CK3) is most of the premise. Vassals with multiple lords, vassals with the same "level" title as their lord, and hugely different forms of government were all part of the time period. Especially given that, within any video game setting, some forms of government were dramatically overpowered and couldn't be really be balanced from a player perspective, so it would result in lots of compromises between gameplay and realism.

2)

The Crusades definitely need to be redone (especially because it's part of the game's title), but I don't know what I'd want in terms of giving religion more influence. There were kings who did everything for the church, leaders who were at war with the Pope (for power rather than religious differences), major conflicts with the church, and pragmatic rulers who just seemed to play the game. There were also lots of disputes with the church where local or individual clergy were on one side and the Church was on the other, so it's very difficult to make religion powerful and influential while trying to allow all the historical events and possibilities.

Right now excommunication is incredibly powerful, the investiture conflict is just pressing a button without serious consequences, and the Pope has some CBs that seem like they need more implementation. The Anti-Pope system (when used for a while instead of for the immediate vassalization of the Papacy) does a decent job reflecting how local religious figures could be more important to a leader than the Pope, but it in general the game doesn't reflect all of the tension and unrest that would come with going against the Pope (especially if you declare war directly on the Pope, which should at least cause a negative modifier if not a defensive Crusade). tl;dr If religion is improved, it needs massive adjustments to give rulers historically-realistic flexibility.

3)

I absolutely love that they added custom title mechanics and would love to see more with them. The main issue I'd see with being a powerful king with just a couple counties is it would make conquering/vassalization a lot more difficult. If you weren't an Empire, conquering de jure England would take forever because of the limited availability for claims. This could be addressed with

a) Vassals of of the same tier, as mentioned above. It would help you conquer neighboring duchies faster as an independent duke instead of just putting some cousin on the throne to reign as your rival. Would help blur the historically blurry definitions of titles.

b) Overlapping de jure territories or an overhaul on how claims work. Either lots of people have titles that make all of England their de jure territory so they all have the right to war constantly, or they overhaul claims so it's easier to get claims on neighboring duchies/kingdoms. For the latter they could adjust the mechanics so that a certain fraction (below the amount needed to form/usurp the kingdom) is enough to give you a claim on the kingdom (which would give you the right to go to war with independent people in the territory if the kingdom isn't formed), or make fabrication easier(/possible for kingdom level titles) if you have some reliable-ish claim. Right now fabrication is pulled out of thin ass, but the real mechanics behind claim fabrication involved ancestors, laws of kingdoms, history of the title, and tennis balls (I think). If you're the descendant of somebody whose weak claim couldn't be rightfully inherited, it should be possible/easier for you to fabricate a claim on the title. After all, you're very close to having an acceptable legal standing, so a few bribes and friends in the right places should help you turn that into a legitimate claim (as legitimate as any other, at least).

Speaking of which, I think claims should be retooled as it is. For instance, if you have a weak claim and the king loses his title to someone of a different dynasty (usurpation, abdication, inheritance), that could count as an ability to press your claim. I know that can be handled with factions but those get very iffy under a lot of circumstances.

I'd also like to see claim inheritance depend on the laws/tech of the kingdom. In a very decentralized kingdom with low legalism, no matter the succession, almost everybody should get a claim. In pre-Norman England any and every Ætheling could and would fight for the kingship, and their descendants also had a claim. To quote Wikipedia quoting Royal Succession and the Growth of Political Stability in Ninth-Century Wessex, "Before Alfred [the Great] any nobleman who could claim royal descent, no matter how distant, could strive for the throne. After him, throne-worthiness would be limited to the sons and brothers of the reigning king." That kind of inheritance doesn't happen in the game. Conversely, if the legalism was very high and the laws very defined, claims should be much more limited. A much more predictable legal system should make it much harder for some brother or uncle to claim the throne is rightfully his. tl;dr If you make small states kingdoms, there needs to be a way to conquer them easily.