Not really android related but what I would like to see:
1. Not being able to use quiet hours without Cortana being on and therefore GPS which eats battery. And on top of that Cortana requires data.
2. While some apps can be set as defaults like truecaller for caller id, and video apps etc.. Camera app is no longer able to be set. I just see lumia camera greyed out. I actually prefer MS camera so I have a tile pinned.
3. Not being able to set folders to be static. Not everyone may want all their apps constantly flashing and changing in their folder. I have a feature suggestion for toggling each folder dynamic/static but it hasn't gotten any upvotes.
4. Saving themes. I love playing with my phone and having unique start screens. Sometimes I put a good amount of time into it, but it may not be something I may want to have at work because it doesn't look professional. It would be nice to save themes and load themes on the fly through an action button. This is also feedback i sent with no upvotes.
5. A color wheel for colors. Simple.
6. A fully navigational store that does not annoy you every time you look through a huge list and then hit back to be brought back to the main search page.
7. Adjustable keyboard size/placement for all phone sizes. Hey, my thumb is small and even on my 5 inch lumia it's tough to reach the edge in a comfortable manner.
8. A hide keyboard button. Hitting back is not intuitive. Most people will think it will take them back to the previous page.
9. Better built in apps. Including maps. If you look at bing.com/mapspreview it has some awesome features as well as aerial view. This should be built into their app and it will woo more people. You want to get people to switch from google maps. Bing maps is actually better than google but only online.
10. Show # of downloads in store, history, etc. Already mentioned of course but it is very important.
That's all I can think of for now.