I just wish they made the language nicer and more consistent. There are so many weird quirks around functions, modules, scope and classes that make life pretty difficult in larger code bases. I would love to see something closer to C# (or even TypeScript) that still can use cmdlets easily. The current Powershell language to me feels like a weird hack but not something well designed. Typescript and C# have demonstrated that MS can design good languages.
This leads me to another complaint. MS is cranking out a lot of useful cmdlets that would also be useful for C# programmers but using them from C# is quite painful.