A medieval game that doesn’t have a mechanic for Papal succession and doesn’t attempt to model Mongols or Turks in any half decent way (the closest thing perhaps to a world wars of the period).
Another thing we got jewed out of was playable inland republics and playable theocracy.
Elvain, a user on Paradox Forums (and kind of their resident Islam scholar), had a wonderful idea that dynastic gameplay doesn’t have to be taken literally, as a dynasty in a theocratic setting could be interpreted as a monastic order or a clique. Then playable monastic orders would be analogous to patrician families, building Monastery subholdings across Europe, ruling their independent crusader states, jockeying for bishopric appointments, and ultimately trying to control papal succession. Courting and being courted by noble families for monastic membership for their younger sons, like the clerical version of diplomatic marriage. And within Catholicism there are tons of colorful orders with totally different play styles and flavor: Hospitallers, Templars, Teutonic, Livonian, Dominican, Franciscan, Benedictine, if the game ran much later Jesuit. Or, for Muslims, playing sufis and hashashin.
This is what Monks and Mystics could have been. Instead now we have CK3 and you get to make your own incest heresy.
Edit: By the way, i just want to add that it's kind of gay, though not surprising since it's not well known, that there was never any representation of the Zanj Rebellion in CK2, even in mods. The Medieval Iraqis practiced widespread sugar plantation chattel slavery that made their land look like Haiti, and suffered from a massive slave revolt, largest in history, that for over a decade ruled the land and even ran its own navy before finally being put down. It was MASSIVE, but like Taiping, not a Western event and so mostly overlooked. The reason Iraq isn't Black now is because the slaves were all gelded, so when importation stopped, their numbers shriveled. But EU4 doesn't represent slave populations either, really.