My issues are kind of smaller but here goes:

• Weather. I'd love to see the game start raining or snowing anywhere, it'd probably make new playthroughs less boring by giving you something pretty to look at, in the sense it'd take 100s of hours to see EVERY zone in EVERY combination.
• Customization. I love the head and skin system introduced into BL2, but i'd love to be able to extend it into changing arm/shoulder armor, leg armor, chest armor etc. Make a truly unique vault hunter.
• They really should have just made TPS a BL2 DLC. I love the new characters, but BL2 being the superior game means I never visit the cool environments, play the fun characters or use any of the new weapons. I want it all in one game where my gear and progress can be shared!
• I don't expect any people to agree here, but player limit - or at least game modes. 4 player story co-op is perfect, but it'd be fantastic to have a 6 or 8-man raid, and maybe a 6v6 PvP gamemode could be fun with the right balancing. I want more! I'd especially love to see random players running in the open world (like the-game-who-shall-not-be-named-and-asks-for-downvotes.. Destiny). It'd make the game feel more alive.