Halo MCC has improved so much to launch but I have a few things I would love to see in it that I don't have have been announced yet. This goes for generally all games.
-The original game's credits added in to the end of each campaign
-Ability to view terminal videos offline and not with the Halo App
-Changes to the mission thumbnails/description to be less spoilary (good example is the picture for the level Gravemind revealing what he looks like)
-The option to adjust audio mixing since it can hard to hear dialogue in the campaign over battle noise and sometimes music
The first three things you mentioned I totally agree with. As for an audio mixer, the problem is that the mixing doesn't quite match the original games. It sounds more compressed for some reason, resulting in certain things sounding too loud or too quiet, or making individual sound effects (like the Halo 3 Battle Rifle firing sound effect) sound flatter and less distinct. The legacy titles had great sound mixing. MCC just needs to sound like it's supposed to.
Also, in addition to the point you made about the mission thumbnail images (which of course appear on the loading screens), I really wish there was an option for the original fully animated loading screens when playing the campaigns. ODST in particular would benefit from this immensely, given how the game loads every time you end a flashback mission and go back to "Mombasa Streets", and then loads again before the next mission. It's also a very atmospheric game, and I feel that the static image loading screens that MCC uses break immersion compared to the original screens that maintain the aesthetic of the game. The same goes for the other titles as well. The multiplayer loading screens are fine as they are.
I'd also like to see the original pause menus, or at least the original pause menu font and aesthetic, since the original menus may not have had all the same options as MCC's menus (I don't remember for sure).