I agree the like of replays in campiagn battles is annoying but if I have to chose one thing...

Battlefield AI...

I find it hard to put my finger on it specifically but I find it too easy to beat with only minimal use of tactics. I can be being thrashed strategically, outmanuovered and out-numbered but I as long as I can bring the enemy to the battlefield I know things should be okay. Loads of other issues could be easily ignored if the AI was capable of savaging you on the battlefield.