i want, kind of a.. i can't quite explain it. i've looked for a game like it for a long time, but just imagine hearts of iron 3/men of war, mixed with simcity and cities: skylines. basically, you can have your own government and country in a world with many others. you can start off with real world country borders and territory, or start off with your own fictional one where you and others are started of scattered in random places with no other countries around (except for maybe small developing AI countries)
it would be an RTS, but you can make your own cities in regions. like simcity, you would make them the way you want. however, based on your government/political ideology and laws, the city will be styled the way you want it. (i.e. say you have a government that's basically the national socialist party, you'd have flags everywhere in the city and may see some decorative things like military marches in the city) You'd have the power to do quite a bit of controversial stuff.
as for the hearts of iron 3/men of war part of it, you'd be able to fight in what you made. Say, a country near you began invading. You'd be able to deploy soldiers and what available things you have (i.e. artillery weapons, vehicles, armor), and with such you'd be able to actually interact with how you made your city (like garrisoning dozens of troops inside a skyscraper, or just putting one squad in the cover of a small family home).
with that in mind, I feel like there would also be the ability to evacuate citizens. this should be able to be done automatically, however it comes with the penalty of the city's usefulness economically/productionally wise dropping down a lot. if you do not choose to evacuate citizens, this could lead to many deaths in the line of battle, but would also give you a chance to use a volkssturm/partisan-like reinforcement, based on the amount of people within that or surrounding cities.
you'd be able to do what you're able to do in a war, burn and pillage the city you're attacking or burn out the city you're defending to cover your retreat and hopefully starve out the enemy (which depends) at your own consequence. there's also the ability to make use of buildings like in Hearts of Iron 3. say, you build defense lines (like landforts from HoI3) across inside of regions with cities, towns, or fields, and when a battle starts you'd have types of bunkers or forts there (it would depend on your timeline)
while i may be able to think of more things for battles, there's also the timeline. the timeline should be able to go from more ancient to classical times to present day times, there should also be an option for the host/player of the game to limit it (like say you can start in medieval but end in ww2-era, or just stay in the ww2 era altogether).
I also see this fitting with Simcity 4/Rise of Nations style graphics, which would be cool, and have the world map look like hearts of iron 3, but it would also be nice to have upgraded graphics too.
i'll probably post more as ideas come to mind.