They'll make EU5 when they feel like EU4 is feature-complete, and EU4 is pretty far from feature-complete.
There is no such thing as being "feature complete". You can call it "feature complete" when it resembles a dead cat run over however.
Can you be more specific. What features do you think of, which can still be added and enhance the game experience under the current DLC/ Patch roll-out process?
The only thing I can think of within current setup is a long overdue overhaul of the HRE mechanic. I think that can be done in a DLC and will be welcomed by all current players.
However, if I am very cynical they just introduce mainly new buttons for you to click last couple of years without really enhancing the game experience as a whole.
Estate mini-game event spam and button galore. Vassal feeding province click-fest. Islamic school mini-game event spam and button galore. Numerous new special governments with shiny new buttons to click.
I am not even talking about features I really hate, just talking about buttons to click without really helping the experience.
What I really like to see:
They should aim for much more automation including options for war, diplomacy and dynamic economic decisions (compression of time spend on a campaign thru some automation allowing you to focus on more specifics of your country instead of "everything"). They should improve the lackluster AI instead of forcing the player with disadvantages and rebel spam to equalize the playing field. They should allow for a more dynamic trade and production mechanic (its all static now from game start which is unrealistic). Depart from the Arcade like setup to more simulation.
I know this is ambitious but this is what I like to see and cant be done in EU4. However, as said above, if they overhaul the HRE mechanic I probably spend another 400 hours on the game

But that's the only new feature I can think of.