Hey Soulgame,
First off, I want to say that you have yet to create a game that I did not like. This game is no exception. There are a few developers out there, that every time I see they have posted a new game I get excited, and you my friend are one of those few.
That being said, what I love most about a game is when the story really pulls me in. I think number 1 would be more character development, like you do more of in Roque Soul 1 & 2. I felt I really had no idea, why this guy was fighting in the arena, what drove him, or who the random chick at the house I was building was lol. Some sweet game progress activated cut scenes would be killer.
Also, something outside the arena would be awesome, some type of free'ish roam where you can explore, farm, get mats, etc. Even if it was a randomly generated walkthrough instance that you could play through as many times as you want each time the "woods" you're walking through being slightly different with different drops and enemies - maybe with scaling of pve opponents as you lvl up. I could see this following the classic final fantasy battle mechanics - which would fall inside of what your currently have for arena - or just a simplified in field battle mechanic. This would allow for the expansion of crafting of potions, armor weapons etc. as well as the expansion of the shop, and the ability to sell items for money. Maybe even, the finding or rare or epic items.
I could also see the free roam section working like the map layout of Rouge soul with different instance that you can play through with difficulty growings at different locations - another reference to what I am thinking (Map instance wise, not necessarily the turn by turn game play) is Fire Emblem - specifically the tower lvls that increase in difficulty each time you play through them.
Another cool feature - would be something like estate management - so instead of just building a house - you could have fields, blacksmith, stables, alchemy, etc. which you could hire npcs to man to increase output of items - this would expand the idle game scope. and could work with char. development depending on what you invest your resources and manpower in - giving you improvements to armor - projectiles, along the lines of an Age of empires mechanic - Just simplified.
Pets would be cool - or mounts
I agree with what a lot of people have said about the training system. Going back to lvl 1 every time is annoying. It would be cool if you could hit bench marks - maybe the metal bench marks, and start from there - i know this would be a little hard to incorporate with the way it stacks exp now, but if you could figure out a way - it be great. maybe if you start from tier 2 - its a x4 time multiplier instead of 1 or something - idk there's got to be a way to scale it - so you can work at honing your skills at the higher lvls.
I would also encourage you to check out a game called "The Awakening" by rocklue, and possibly Sinjid, I feel they incorporate story development really well, and also have some sweet game mechanics you might be able to incorporate.
I'll probably add more later, Big Fan bro - keep up the good work.
Thanks,
Ephandel