Id like the ability to make my armies face wherever i want, like in aoe4. You select your army and can direct where they look with the right click. In aoe3, the counters are unforgiving and having the ability to better control your troops and have them on the best position would be very useful.
Also, and I know many people wont like this, but i would really like bonus for attacking from a higher distance. Aoe2 and 4 have it, and I always have regarded 3 as better than 2, but that missing mechanic really could make this game more straregic than it already is to me personally. I know that it would throw balance off, but i think it could work nice, specially to melee units that could receive a small bonus on speed and attack when engaging downhill, as well as archers and maybe gunpowder troops, and may have a little nerf when uphill. As a 3D game, it can take better advantage of changes in terrain, cliffs and hills, which are already present in the game but only as cosmetic or unpassable terrain.