I echo the bodyguard sentiments. Even in RTW, the bodyguards were different. I think the British and Egyptians had chariot bodyguards. The Roman bodyguards had javelins, I think. I forgot the bodyguards for Pontus and Parthia but I think they were a bit different as well.

I also miss the old kataphraktoi. I think the ones in MTW2 are inferior to most of the later Catholic knights in stats. In MTW, they were equivalent to chivalric in stats, I believe, but slower. However, you do get them early.