When I play RPGs or strategy games with RPG elements (my favorite genre), I prefer to pick games where I can make a character I can identify with.
E.g. The X-Com games are perfect because of this.
It would be nice if you could, at company creation, actually make a mercenary which is your avatar in the game; i.e. the commander. Let me be able to customize which model to use, and some stats/skills etc.
Depending on the difficulty level, if _you_ die, then it’s either game over, another mercenary picks up the flag, or there is a chance that your character gets revived.
If I play a game where you can make your own character, but I have a hard time to make a character I can identify with, I prefer to play a monstrous one (e.g. in Skyrim I always make an orc).
So my next suggestion is, let me have orc mercenaries in my company (or even hire other enemy types than orcs)! ;)
There could be events and drawbacks from having monsters in your company; they eat more, it’s harder to negotiate, villagers are afraid, etc.
But anyways, it would really make me come back to Battle Brothers is if I could make my Orc company commander at the start of a new game. :D