Heroes and Lore
One thing that would help immensely to flesh out the personality of the game, and add to immersion , would be the addition of unique heroes with background info. Now, a hero with just a name, like that X guy from Master of Orion 2 and the special art unique to him would do wonders, but a little blurp with some info would be great as well. it could be anything actually, either some background story/lore about the personality of the hero, or even just a quote, as is seen on many cardgame cards relating to the hero would be pretty damn cool as well.
Also, in that vein, items that more or less "belong" to certain heroes would be awesome as well. Imagine Captain Leonardo, where the info was something along "His singing sword was the most dreaded thing to hear on the battlefield", and you then actually FOUND the sword in some far-off dungeon.
That OTHER game we dont talk about since Stardock doesnt have the IP, had a wonderfull item generator, where you could make your own magic items - I'd love something like that as well - so easy to use!