Well, if we can dream...
AI diplomacy. Being able to trade, NAP, ally with AI and then AIs doing that too between themselves. Supported by game functions (i.e. allied armies able to pass one's territory without combat, and fighting together if engaged by third party). Some nations would be naturally more friendly or hostile to one another, gifts could be used to improve their disposition, and then some nations could be "disgusting" (cue MOO2) and nobody would ever want to have anything with them (yes, LA Ermor, I am speaking to you
)
With that comes a proper trading interface. Should also include units and lands alongside gems and items. Maybe even the knowledge of spell schools.
A global army list detailed either on nation overview screen or in a separate screen.
An army mode and a nation overview NOT slowing down the computer to a crawl when more than a couple of screens long would be helpful, too.
Rewind and text log for battle replays are welcome too. Like it's done in many soccer management games, there is a visual display of a match accompanied with a running commentary on who does what. Could be used to quickly jump to a point in a replay you actually need to see (i.e. when your uberSC was battered to death by a monkey PD) without having to skip 30 turns of nothing going on.
Some more creature tags to make a variety of things more exclusive would be nice too. Like, "needs not breathe" (and so, when lacking an UW capability, can't get one from UW-breathing items). Or immune to shapeshifting effect from lycanthropos amulet and pebble skin suit (couldn't possibly work on undead, could it?)
Some exclusive ways to remove the curses (how good a god are you if you can't remove a curse from your follower?). Maybe some national unit-exclusive ability like Arco's healers, an artifact to hold (again, like the chalice), a high-level holy ritual to cast on a single unit, a rare site to enter or some kind of a simulated quest to undertake (as a random event or as a kind of "claws of kocytos", with a commander disappearing on a quest and then either perishing or eventually returning redeemed).