People talk about the military system being broken all to hell, but it doesn't seem so for me. Only thing I can't seem to get them to do properly is use an archery range. For all other aspects it seems incredibly powerful and perfectly functional. Maybe I just learned to work around them or something and don't notice anymore, I dunno.
It is rather hard to figure out, but that may be as much a side effect of how powerful it is as much as anything else. It is actually possible to set up your military schedule in such a way to automatically repel sieges with nothing but military force, with no other input from the player, that's a pretty powerful system I think.
Anyway the long standing things that get me are more incomplete features that generally only crop up with modding.
- [CARNIVORE] creatures cannot eat any prepared meals, even if they are 100% made of meat, which seems odd. In fact they are unable to eat anything but meat, fish, and booze. Not even eggs. It has been the case ever since 2D at least.
- [FLIER]s get into pathing trouble if they need to recalc a path in midair. And pretty much just stall, because they aren't anyplace on the pathfinding connectivity map they don't think they can actually reach anyplace but the tile they are hovering in. Happens sometimes unmodded too, with giant bat mounted sieges. Same happens sometimes, although less often with swimming. Been the case ever since the first 3D version.
- Sieger civ leaders arrive unarmed and unequipped, even if they hold a military position in their civ and have hundreds of kills to their name. Not sure how long this has been around, but I remember noticing it a few versions ago at least.