You know what I would greatly appreciate? Political/character DLC.
Just two things off the top of my head that could go into it: Creating custom heresies, and political manuevering event-chains when you create a new title. Especially if you're creating one higher level than you.
For the custom heresies, being able to create a heresy with the flavouring and mechanics you desire would be enjoyable. Especially with trade-offs, like do you want female bishops or do you want celibate priests? Or what kind of head-of-religion you would have, pope vs patriarch vs you are the head a la Anglicans vs no head at all. Or the holy sites of your new faith (balanced, of course, that they can't all be in the exact same 5-province location, or else you would just turn your capital province into a holy site stronghold). Things like that, would be nice! It's not historical by any means, but if you can only do it with a high-learning/high-diplomacy/specific-traits character (like insane, or zealous, or etc) and constrain the choices based off your character (a greedy king isn't going to say "God wants us to give our worldly possessions to the poor and the needy!), it could work.
The other is the fact that right now, as a count with enough money, you can just go "poof I'm a duke" as a vassal and no one raises a tiff. Even as an independent it's a little weird, but especially with a king over you. So instead of that, as a count vassal clicking on the "Create dukedom" button would start up an event chain, coloured by your traits, his traits, and your relations with the king, that would allow you to maneuver yourself into his graces to allow you to raise yourself, instead of costing you money right-off. Like, if you're a diligent, patient count, with a brother-in-law King and 100 relations, and he's a kind, content king, it's almost 100%. Whereas as a -100 relations, slothful, wrathful count with a proud, ambitious king, you would need to pay a lot more and work him a lot more to allow you to become a duke. Replace King with Pope and the various aspects for independent counts and dukes, especially going to the Kingdom level.
Right now, the game is a little... Lack-luster in character. Sure, various characters act a liiiittle different, but they don't really -matter- the way your finances and army does. Making sure that as a count looking to expand, you need to have a good relationship with your lord, or face having to maneuver yourself into his graces would feel more... historical. As it is, afaik no person in history elevated themselves to Duke or King without their lord or the Popes grace. That must be sacrificed to gameplay, of course, it would be terrible if you couldn't create your rightful dukedom after warring and intriguing for it, but some characterization to go with it would be welcome, at least to me.