What I'd like to see as a change (in addition to AI improvements, of course) is trade competition lessening the profits you can make.

In other words, more merchants carrying trade into a port = less profit for each trade route going to that port.

So yeah, while I can see the enormous trade profits you can make in MTW being realistic when you have unopposed monopolies, I think when competitors trade ships enter the fray, profits for everyone should go down, IMO. Encourages trade wars that way, so gameplay and strategy enhanced as well