One thing I'd love to see is macros that would hold all of the contents of an action - PC's, CC's etc. I use one bank per song and often have the same settings between songs. Instead of copying and pasting I could just select a macro for this.
Bonus points for either a) making a macro be able to call another macro or b) making an action able to call multiple macros.
I have found the easiest way to do this is to use the preset manager. I save presets I use all the time in a common directory with names that mean something to me e.g. ScrollSetList, SnapshotSelect, etc. Then when I need one I use the preset manager to load it. Saves having to type everything in again and if changes need to be made they are minimal.