I would love to add (multiple) labels to the mails I send to archive inside Mail.app. This would be an even better approach than creating subfolders inside archives (which, by the way, is a mess in my opinion). The search inside Mail.app already allows several labels / tags (from, to, date, …), so user defined labels are just the next logical step, aren’t they?
And a native package management software. I know OS X has one: the App Store. But what I mean is a command line interface for the App Store for open source apps, just like apt in the debian and ubuntu world. I have homebrew installed and use it quite often. It is good, but I would like everything to come from one hand. Apple could use this for the upcoming swift package manager as well.
One thing I find pretty practical about windows 10: the feedback app. Whenever I would like to give Apple some feedback or feature requests, I have to go to their website. The result is tons of mails with the almost same content for Apple. Why don't they have such a feedback app, where users can see which features other users want and discuss how it could be implemented, or see which bugs occurred to other users. A simple "like" on one of these pages shows the urgency as well.
Although being said: a system wide dark mode and a new naming scheme (macOS) would be nice.
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I would be even more thrilled to be able to run iPad or iPhone apps on my Mac (without a simulator / emulator in between)!
Another thing which would be great: Mail.app and Messages.app should organize their threads more by person, not by subject / mail address or phone number / mail address. When I write to John Appleseed's first mail address, but he has his iDevice configured to respond via his phone number, sometimes a new thread will appear in Messages.app and sometimes it won't. All of them should be collected to a single "John Appleseed" thread. And if I have to distinguish to which particular address I would like to send the next message to and by which type (SMS or iMessage), I would like to do so inside the thread's "Details".