As a serious answer I would have liked to see Base Building coming back, DoW1 style. Also the masses and such more like Dawn of War 1, then also a multiplayer campaign over planets. Kinda like galaxy conquest in Star Wars Empire at War but with several factions and players. E.G. Kronus Campaign but with like 2-8 players or so. People could make a temporary alliance, e.g. Tau and Eldar to get rid of the other factions for a while, etc. The game would be a mix of turn-based and real-strategy and also asynchronous so that people can make their turns but for the actual fight have to wait till the enemy comes online. This would require a bit organization but would allow very long campaigns to last forever as you could save anytime, etc. Then also an extended edition of "The Last Stand" more classes per faction, not just faction = character, e.g. Space Marine Apothecary, Space Marine Force Commander, Space Marine Techmarine, etc. For the Army Designer? Ways more customizing, also customizing of individual characters. E.G. That your Captain / Force Commander / whatever has more special look than the Seargents, but also that you can make there some detail work. Perhaps even decide special accessories to be shown or not, e.g. Scout Cloaks.
No but anyone who knows anything about game development knows that all games have a deadline. So its either get one nice and good campaign with plot like DoW vanilla or get a bunch of crap like retribution.
Now that would be pure awesome! PS: Truly? I wished there would be Star Wars Empire at War just with Warhammer 40k...... Space battles, planetfall, etc. But I think we won't ever see that lol!