It would be nice if the end game was actually fun - that the business of actually going from getting to the world domination stage to GOD EMPEROR OF MANKINDS isn't just a bunch of tedious grind.

Lots of Strategy Games have issues with this but some have solved it by adding in special win conditions. I just don't see ETW being able to implement anything truly interesting in the state its in right now. It would be awesome to be able to coordinate a massive alliance to fight another massive alliance liek hte Napoleonic Wars but the AI just isn't in a state to supply the player with any sort of meaningful coordinated challenge.