I would like to see the return of the Kingdoms reinforcement system. As it is in the default, the player is at a great disadvantage.

Realism/historical accuracy. I liked this for ETW and NTW as there were the smaller nations represented. If CA did Rome 2 I want to see only one Roman faction. Maybe several Gaul and Germanic tribes.

Expansion packs. Really like this 100x more than just DLC reskins. Also more mod support.

Unit names and titles and nicknames for Generals.

Duels! Scholars were a nice touch too.

Give the ability, if you are the defender, to pick the boundaries you start deployed in.

Maybe you can do a game based on the Dark Ages. Maybe something centered around Charlemagne. A Mediterranean war would be cool. You should be able to pick different types of government to reflect the different city states of Greece. IE Democracy, Militarism, Monarchy, Philosopher King, Oligarchy.

Also, Rome suffered from the lightning fast battles like Shogun 2 does, although in Rome they were about 100% quicker than in Shogun 2. You would literally have about 10 seconds of combat before the entire enemy line crumbled and ran. Generals kamikaze themselves in to your spearmen ahead of their entire army, killing themselves right at the start of the battle. Archers were completely lethal.
I'm sorry, did we play the same game? In Shogun it seems like units die out faster, rather than breaking. In Rome, battles could last a long while. Also, Archers were fairly useless. If you want to talk deadly than look at MTW2, those pavise crossbowman and longbowman would tear up an enemy army proper.