I find, that some of the things marked as "want to change" is a result of gaming style.
I definitely see that. I personally was careful to only list things that don't actually change the game at all and don't add any new qualities but just improve the existing ones, it's mostly interface improvements, really.

It is really slippery ice to start actually changing the game itself. You may think you want a change, but if the change actually was made, you can now see unexpected effects that you possibly like even less than the original situation. For an example, I used to wish that Arbalesters and Crossbowmen could have a (seamlessly working, of course) system where the first rank would run behind the last after shooting to reload and the second would run forth. But then I realised that this would suck out such a large portion of the tactical challenge of positioning your units, and it would probably actually make the game more boring. As mentioned before, it's extremely difficult to come up with a good design without trying it out constantly.

Variety is always good though. This is why modding is such an important part of the value of MTW. I have only tried one mod so far (XL), and I was really blown away by the effect modding can have. I was pretty much sick of MTW, thinking that I would once again leave it in the cupboard for several months until it feels new again. I thought I'd just try a mod for the heck of it before I uninstall. Well, it's as if several months have passed and it feels new again!

The perfect strategy game wouldn't even be so much one game, but an open-source project with tens if not hundreds of fan versions and mods.