I would say that adding content mid-game would be really cool. Like Realm Divide, but taken a step further. For instance, (and this is just an example, I know Shogun 2 is done and Korea won't be a part of it), having some Korean/Chinese/other factions in the game outside of Japan that can be trade partners and perhaps naval powers in the first half of the game. However, their provinces will remain in-accessible to the Japanese factions until you become Shogun, to represent how fierce the competition for Kyoto was, and the need for Japan to be more stable before you interact with your neighbors. In this example, when the half-way point gets reached and one faction becomes the new Shogunate, the enemies can form an alliance that controls the rest of Japan or something, and you, the new Shogun, now have access to the land and cities of your enemies, and you can wage war country-on-country, as you now have the power of a nation behind you.
In general, this idea expands upon the more focused, regional campaigns like in M2TW: Kingdoms, and combines it with the Periods idea from MTW. For instance, in Rome 2, there could be two or three starting positions: an Early campaign, in which most of the Eastern provinces are locked (Russia, Egypt, Asia Minor). The factions still exist, but only to trade and negotiate with, perhaps to send armies with fleets as part of an agreement, but the territory is limited. In this Early period, you could do the whole "families" idea from RTW, or at least have it develop. If you did families, you would play as one family until you triggered civil war, fighting in Italy, Southern France, basically the South Eastern part of the Mediterranean. Once you control Rome, your enemies become one faction, and the map expands to show the rest of Europe, Africa, and the Middle East, now open to conquest by the newly minted Roman Empire. This would eliminate the steam-roller effect, and instead give the sensation of moving to another level of war. Like in Shogun 2 - you are fighting clans, which are strong, but when you become Shogun you could fight entire nations, each far more powerful than any single clan, giving you a real challenge on an increasingly grand scale.
In this idea for Rome 2 (another example, not assuming you are or anything), you could give an option for the player to start the game after Rome is unified / becomes an Empire, thus avoiding the early stage if the players want. There could also be a late-stage, perhaps along the lines of Barbarian invasion, or even just a more advanced stage of Roman Empire, where playing as another nation gives the challenge of taking down the big guys.
tl;dr: Bring back the era system from MTW! It is really easy to just reassign starting provinces, tech, and troops, and it adds a lot of enjoyment and re-playability to the game. I think it would be great to expand upon it, making the beginning of the game a smaller affair, with many nations only represented by trade and naval power with locked territory. Upon completing a goal (I.E., becoming Shogun), the player now gets to face the larger and more dangerous foreign powers, but with a country and army behind them.
This may have only been feasible with Shogun 2, but I dream of becoming Shogun - and only then seeing that the true challenge lies before me. Would erase my steam-roller feel and bring new life to the mid / late game!