Proper multi-player support. Where MP is a core part of the game and it's very difficult to play without - I'm not talking a market where players sell resources/goods. This can mean that it's possible that large groups come together to close other players out of the game, but developers have to design around that, and quite possibly design the game to ensure it can't happen.
Game design needs more creativity and exploration, I feel like there's been very little progress at all in the last 25 years. Graphics and music are better, but the core game loop? Same, same, same.