1. Religion
So the implementation never quite fit right - but fix it, don't kill it.
2. Events
If we're counting BTS. I love events. I know many do not, but hey -- there was a simple checkbox to disable them. Quests, too.... I loved random events and quests so much that I edited the events file to make them all active in every game.
3. City management
Cities feel more like depots now. Part of it is the lack of city specialization, part of it is the build times for buildings (this seems to be the one complaint that everyone seems to agree on, no?). I rarely even both reviewing cities in V.
4. Espionage
Yes, this was deeply flawed.... but I still miss it - no, not missing the AI going on water poisoning sprees, but I did like the challenge of blunting the AI's espionage ability. In a way, it wasn't something I so much used -- though, I very much liked upping my espionage level so as to see what the AI was researching -- as much as something that was an additional challenge from the AI to blunt.
5. Missing techs
The tech tree feels far too streamlined... ancient, classical, and medieval in particular -- seems like I'm reaching the renaissance far too quickly and left with a feeling of "where did everything go?" Haven't done a Vanilla IV vs. V tech by tech comparison yet -- and it's possible my view is being clouded by RoM/AND.
6. Missing units
Again, maybe I'm misremembering -- and it's probably because of "embarkation" and the effect it had on ship types -- but I feel like I'm missing units... longbow vs. crossbow.... etc
7. Missing resources
Stone, copper, pig, corn, rice... stone got boiled into marble, and I get the argument that copper/iron were duplicative (though, really - they shouldn't be).
8. Missing buildings/builds now more 'rote'/pathed
The high cost of buildings pretty much means you have to stick with rote paths... a lot of this is the absence of religion, and those buildings.... but - the high build cost and maintenance costs means even your capital shouldn't even dream of building 'everything'... which is silly...
9. Individual leader traits
As a wonder builder, I'm pretty much stuck playing as Egypt (20% wonder bonus), rather than having several options in IV -- where I could mix/match civs and special units/buildings with leaders with wonder bonus
10. Unit promotions
They're so vanilla now... there's no specialization... and there seem to be a lot fewer of them.
11. Civ IV minimap
The V minimap is dreadfully awful/near worthless.
12. Unit pathing display
Self-explanatory... I cannot count how many times I send a unit a great distance, it runs into the pathing problem where it cannot share a tile, but then I forget where I was sending the unit
13. Worker stacking
Pyramids has become one of the few useful wonders (there are a couple others, but wonders are severely nerfed, especially for the cost, IMO).