I agree that the late game when the only objective is to take more provinces to get to the magic number is often quite boring. After a certain point it's more about moving your stacks and autocalcing boring battles just so you can 'win' the game. Being able to choose the winning objectives (or having several ways to win, like Civ) would increase variety and replayability, though would be more challenging to program the AIs behavior.

Not to mention when you have only a single province and you get besieged once a year, and have to fight the same enemies with the same troops in the same castle, for more years that you care to remember (yes, Uesugi, I am talking about you). It would be nice to be able to, say, be dig a ditch or put some sharp stakes where the wall was a pathetic 2 meters high. My troops had plenty of time, just waiting to get sieged again, though there would have to be a limit, or the whole hill would be a death trap.

I would generally prefer a historically based game, as that feels more 'real', and I feel like I can change history (or make sure it does't change). However, a well done fantasy or scifi game would be fine, though that would be straying from the franchises roots.