1. More communications between countries. (player vs AI)
As a player, you dont get the feeling of a real world... :(
And whats the use for an embassy if you never talk to anyone?
2. More realistic AI.
Airstrikes, airdrops, naval landings...
3. Spec Ops/Intel
Destroy supplylines, get info about AI:s future plans, wreck havoc in harbours, and more...
4. Ability to "stack" units and then move them together.
Armour units running away from its artillery cover? No thanx! Let them move together in a "locked to stackleader" mode or something. or maybe build "Brigade HQ" as a small unit and let that unit act as a "leader" for stacked units?
5. Let AI build structures.
Not too many though, we dont want too have it unrealistic in the other way around with too many structures.
Let the AI build small fleets with a carrier as a center, and make it use its carriers aircrafts in a realistic way.
7. Make the AI build less AA and artillery, and more combat units like INF and TANKs.
OR; let the AI use it units in stacks with ARTY and AA together. (see 4)
Ah... well... I have and endless supply of suggestions if you want more....