Do you know what I want? This is going to sound strange, but I want dynamic "Mongols."
Right now, the player knows where the Mongols are coming. So if you play in Russia, you know to get prepared. If you play in France, you don't care about it. I'd like to see a DLC that gave the player the option to enable a dynamic invasion. It would make the player actually scared about when and where the invasion is coming.
How would this work?
Easy. You make it possible for the Mongols to come from the other side of the map.
Wait? Isn't that silly? There are no Mongols in the Atlantic Ocean. This is still a historically based game. So you change the tags from Golden Horde and Ilkhanate to Incas and Aztecs. You change horse archers to Jaguar warriors. Instead of coming from the east they land in Spain and France.
Now the player is scared. When you start your France or Burgundy or Denmark or Ireland game, you don't know if the invasion is happening near you or not. If you play in Russia, you might get a free pass. Or maybe not. You don't know. Uncertainty is fun.
Now, you say, won't some people hate such an ahistorical Inca Invasion. I mean, the Incas and Aztecs didn't have ocean-going boats much less know where Europe was to invade it. Yes. So they don't buy and install the DLC. If they own it and want to play a historical game, they can just not load it when they start their game.
I think something like this would really make the game more re-playable. It would be a blast to be building my little empire in Spain and suddenly panic when I see the Aztec boats coming for me. (And a little bit of ironic payback!)