That might be a request for the far future, but I would like to see the kingdom-building aspect expanded.
Something like buildings
that increase your Gold income: Mines, Markets, special trading goods like silk in China or spices in India, some of them can be country-specific.
Military buildings that increase the strength of your military, like barracks, forts, armouries etc.
that slowly increases public happiness, like roads, sanitation, better housing, etc.
and special buildings where you could get more members for your Harem
All the buildings should be bought with gold and shouldn't be too cheap.
A country management screen with categories like
spending on military (low, medium, high)
spending on the palace (low, medium, high) (increases the happiness of your Wife
spending on the public (low, medium, high)
Taxes (low, medium, high)
Those can affect the happiness of the people, your income and your military. Low spending would decrease them while high spending would increase them.