imo the Heavensward story was too safe. It was supposed to be the fall and eventual redemption of the Warrior of Light, but what we got was Ishgard back story, 2.5 back tracking and more primals/garleans/Ascians being dicks with very few revelations about any of them.

Some bullets of what I wanted from the story:

The road to gaining the trust and respect of Ishgard to be a long one. We were outsiders and in spite of our triumphs the Archbishop had every reason to distrust us - especially considering his link to King Thordan. While he paid lip service to us he should have been doing everything he could to keep us looking over our shoulders.

Nanamo to stay dead. I wanted to see Raubahn go mad with rage. I wanted to break him out of jail to see him reject us, and form a separate faction to take on Ilberd and Lolorito from within' Ul'dah (Pippin would have taken his place as grand company leader for the Flames, while secretly collaborating with the new secret faction). I wanted a New Ala'Mhigan uprising.

Midgardsormr to play a bigger role. He should have been our Hydaelyn for this story. He should have made us question what it meant to be the Warrior of Light, and what it meant to fight on our own without the Light of the Crystal. Instead he remained silent while we repeated the steps that we took in 2.0 to unlock Hydaelyn's power once more.

No returning Scions. I think they missed an opportunity to really explore more new characters by setting up this pattern of scions returning. I didn't think they were dead (at least not for good?), but I also did not want to see them in 3.0, and maybe not even in 3.1. I wanted to see new characters, and let the warrior of light experience new hardships with people that they didn't know quite so well.

Make the WoL suffer, more. This story should have emphasized the hardships of the warrior of light so that the payoff at the end of regaining the trust and faith of the people was that much sweeter.