As a few have previously touched upon, I think I would like to see two things:
1) It being more difficult to manage a larger empire.
2) There being more benefits, bonuses, and flavor events for staying relatively small--say one kingdom. That, and more flavor for playing as a vassal. I honestly think it should be more fun to play a vassal of a large domain than rule it directly.
In addition to staying small, some system by which a realm could become tall as opposed to wide would be interesting. Perhaps implementing a population mechanic and laws that affected population growth and drift between provinces--something akin to the population mechanic in horse lords. Staying at peace would allow the population to grow faster/not get destroyed by war and subsequent famine due to farmers being away. It would be better if buildings generated troops as a function of province population, rather than a set number based on building level. In this way we could build up a strong, smaller, centralized state that is both economically prosperous and populated.
