Oooh, that's a tough one,

I don't know if this could be called a "feature" but the lack of ability for projects to have more than one PCB document, it makes it more of a pain in the ass to design large multi-board projects.

An actual feature that I dislike would be the new ".history" thing they added, it makes sense from a backup sense, but when your KiCad project is already in a Git repo, now you have a git repo in a git repo and it's just a little annoying.