Some suggestions (some already mentioned here):
- Diplomacy. Bribe factions into war or peace, bribe armies to disband or follow...
- Patrols. Every faction has its own patrols on its borders normally consiting of parties around 50 men.
- Scening of battlefields. Insert wheat fields, houses, ruins etc. There is life in the wilds.
- Hunting. Would really appreciate this!
- Town/village morale: Pay attention to your people or they might rebel.
- Culture: Choose your culture on building your empire (i.e. Nord, Kerghit and so on)
- Fire actually hurting people. Asbestos was rare in the medieval times
- Food supply of castles/towns: Castles actually supply on their own by getting food from the nearby villages. Can be sabotaged by raiding the villages or attacking the suppliers.
- Heraldry: I want a wolf texture (see the red/blue banner in native for example)! And do a cross (+) like background as well (yes, it isn't there).
- More khergit armor!!!
- Autoloot: Makes life easier
- Add more village improvements (like barracks, which will provide high tier troops) and give the option to have it completed faster by spending more money for it (but completion should still last 7 days minimum).