We need death messages in console for kills and deaths. It may not matter for most players but lots of competitive or simply players who want to be aware will want this. It's also useful to check your console to see who killed you with what / who you killed.
Another thing I would like is a fastswitch feature. I guess this isn't as essential but theres thousands of players who want this and were surprised it wasn't in the game already.
A lot of people also have discussed having an ability to turn off phase gates which aren't needed rather than recycling them and losing them as backup positions. This just makes sense to me even though never implemented in NS1.