I mainly wish that you could do something to help various characters situations, mainly.
I don't think this is spoilery since it's early game at the Pembroke, for instance, but I wish I could have helped the builder with the injured arm get back to his kids and learn more about him.
The dialogue was written so well but once you find out the extent of someone's problems you rarely get a chance to help them unless they are part of an Investigation. The dialogue serves to make the decision whether or not you'd like to feed on them interesting, but I wish I could do more than just let them live.
How cool would it be if the game let you bend history by infiltrating and charming individuals in high levels of the Parliament of England and passing laws to decriminalize things decades earlier? This is obviously expensive to realize and way out of the game's scope, but a player can dream, right?
EDIT: About the patch notes where they mention that the game will continue to be supported over the next few months, I wonder if a NG+ mode would be possible? Keep all XP and skills unlocked, reset everything else. It'd be neat if tutorial encounters in NG+ would skip all of their tool tip bits so you could get right back into the game quickly.