The devs already said that you wont be able to have your own fortress and that, and I don’t know that it fits the profile of a mercenary to actually help people build stuff in their cities.
Still, having a moneysink in the end-game does sound like something that would be nice.
Perhaps it could be a “game of chance”? Pay rather a large sum for a chance of making your armor/helmet/weapon a litte bit better, but having a high chance of breaking?
Maybe recruiting chefs, surgeons, blacksmiths that would preserve food, heal wounds faster, repair gear more efficiently – but come at a high cost?
Mounts as you said, I don’t know… If it did come to be, then perhaps those could be very expensive aswell, especially if armored and “battle trained”.
That’s just off the top of my head, main point is that I also think that there should be something to really spend money on lategame.