I would like fewer cities. I recently downloaded the concise Kings of England PBM game which was in an "endgame" state, thinking I would try to finish it off. But the scale of the micromanagement involved just put me off. MTW just gets unwieldy late in conquer the world - just managing the build queues for each city is a big factor. It reminds me of the late game Civ2. Shogun and VI largely avoided this burn out because they had fewer cities/provinces.
What Total War should do what Imperialism 2 did - try to minimise the micromanagement - eg have unit building, tech trees, resource management and economics at the country, not city level. Also make strategic agents work at a higher geographic level so you need less of them. In addition, I'd like to see less armies to move around - maybe allow a few field armies dependant on having a few good leaders and make allowance for more passive garrisons that you don't manage. Imperialism 2 did not totally crack the problem of too much micromanagement in the end game but got impressively close.
I also suspect that simplifying the micromanagement will make the strategic AI better.
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