1. Colors of allied, neutral, and enemy armies
It would be nice if allied armies had a green lining, and hostile armies a red lining. In some areas (e.g. Italy. HRE), and with multiple wars, it can be difficult to figure out which armies are friendly, neutral, or enemy.
2. (Military) tech difference easier to check
One of the things I do is to check the military tech of a country when in war. Doing this one goes to the tab by clicking on the country, but for your own country going to that tab works differently and you have to take multiple steps to find the information. If the tech is higher or lower than yours, highlighting that by having the number have a green or red border or color would make it easier to see if a country has a higher or lower tech. Especially when in war I like to find that kind of information fast.
3. Who is in command?
The most powerful ally in the war should be the war leader, deciding on the war strategy. Whether that be the a.i. or a player. Or have this as an option. The reason being is it is sooooo frustrating to have your ally army (or multiple allies) be doing their own thing, while an army is bearing down on you. It makes the difference between winning or losing the war. :'( For example give control of your troops to the A.I./ most powerful player that would decide strategy and implement. The MPA (most powerful ally) could request you to supply more troops/ money based on the manpower/ economy. There could also be some events/ choices there, that could influence opinion and relations, as well as the economy/ politics (unstable country). This could making an alliance a more thoughtful consideration, relieve some of the micro, and get more organized wars.
4. Attach to army not always working properly
For some reason quite often (when crossing a straight or some provinces?) the attached army stops and sits still in a province, no longer following the army it was attached to, leaving it stuck and by itself in a province. Unable to move it, until one figures out that it is attached to an army several provinces over (in another country).