I voted for endgame win movies ( looser videos would be nice too
) its just lame, to get a popup picture and two lines of text
Post game graphs and replay are other features I miss.
Wonder movies - well IMHO the ones from Civ 2 are better then those from Civ 4
AI - is indeed crappy in Civ 5 - but was the one from Civ 4 really good ? - I just want a good AI, not exactly the one from Civ 4.
Tech tree - well, it don`t have to be a copy of Civ 4 - but some things in the new tech tree don`t make sence - Infantry without riffle or flight and oilpowered destroyers without combustion ?
Religion, nice feature in general, but not very well implemented in Civ 4. Having 5 different religions in one city and building 5 temples for them make your people more happy then just have one religion and one temple ? And even if you have a theocraty ? Not so in the real world ...
Some features I like more in Civ V - Hexes, no more stacks, no more road spamming - so i wouldn`t say every aspect of Civ 5 is worse, just some.
Edit: Ah, but there is an other thing I miss from Civ4 BtS - the quests. O.K., here you can do something for the city-states, but that is somehow not the same.