I want more dynamic religion. Namely, I want to be able to move Greek/Roman religion towards more polytheism or monotheism, and add in things like holy books, or leave the religion as a collection of fables. More flexibility, more state control of religion or more grass roots freedom for religion to change. The ability to keep the religion from developing holy war or to create a form of holy war. Christianity "birth" events, where the religion gets founded if they increase the timeline just a little in the direction of the empire. No giant religion groups like they have in EU3, no more "paganism, hellenism, semitic and monotheistic" groups, that's not how it was in roman times. Ability to borrow deities from other religions.
I also want cultures to be revamped. There should be "ization" percentage readings in each province, showing the levels of barbarization, romanization, hellenization etc.
I want ancient indian religions like Jainism to be in game, not some kind of ignored religion like Jews are in EU3.
The Greco-Buddhist Kushan empire should be in the game. They'll instantly be my favorite country to play if they are.
More barbarians, and revamp them so they aren't so much like the new world Natives in EU3, fodder for the romans, but actual threats like they were in real life.
I want there to be some kinds of decisions involved with claiming to be alexander's successor, especially if you are able to conquer back the empire from the other diadochi. Diadochi should stand out as more than just a casus belli against other diadochi. There should be choices as a diadochi whether to hellenize your empire, go native or create a new cultural syncreticism. Percentages of cultures should be in the game. Certain diadochi should get points/bonuses for having more of alexander's empire or for having more important parts, like macedonia, egypt and seleucids should have the strongest claims/bonuses at the beginning of the game due to being alexander's heartland and the other two are huge empires and powerful.
Colonia should be in the game, but rather than being settlement policies they should act like "cultural missionaries" in that they will gradually bring provinces to your culture, also they shouldn't be a "bad thing/infamy getter" like they are in EU3. Actually they should increase "ization" gain, like hellenization but that shouldn't totally replace the original culture in a rapid space of time.