They should not only return, but the mechanics should be greatly expanded upon, just as Barbarian Clans mode was refined into Independent Peoples.
I'd love for Mythological Heroes to essentially double as unique Commanders, a universal Great People list, and Governors
For example, Arthur could lead troops into battle, with a huge Combat Bonus to the Knights in his command radius
By winning battles, he unlocks the Historia Regum Britanniae codex, the Holy Grail relic, and the Excalibur artifact, in Antiquity, Exploration, and the Modern Age, respectively
Alternately, by stationing him in a Town Center, all Fortifications in that town receive increased defense
All civs would have be able to pull from a subset of the total list of Heroes.
The Normans and Prussians might get mostly figures from Germanic and Scandinavian Mythology
The Normans and French might share a list of knights from Arthuriana
The French and Prussians might share some paladins.
The Greeks and Romans have Heroes such as Hercules, Odysseus, Perseus, Theseus, Jason, and Aeneas
The Chinese and Japanese might share certain Samurai and figures from the Romance of the Three Kingdoms
Etc...
I'd also love for Corporations to see a return and renewed focus
Less so Secret Societies, though I wouldn't be opposed, per se.
Definitely no zombies