I have three wishes:
Better campaign/diplomacy AI (should be well known why)

A proper eras system. I'd like to see a system where you for each era have basic and advanced units where the latter require more highly developed settlements. Now the game mix the two up, leading to some oddities such as pikemen being relatively hard to field and silly mixed-era stacks.

An end to dismounted knights as a separate unit. Knights who only fight on foot seem like a fairly silly concept...