The only few things I’d put on my wishlist are a mini Apple Pencil for the PM variant (if you’ve used a Samsung with the S Pen, you’ll understand that they’re pretty good to have) and the ability to do transparent widgets and remove the app labels from underneath the icons for a more clean Home Screen look.
Having used a note the pen was something I barely used. Apple would rather people go and buy an iPad if they want an Apple Pencil capable device. I wouldn’t hold your breath expecting apple to ever bring the pencil to iPhone the demand isn’t there not to mention apple having to compromise on how they design the iPhone.
The 15 Pro Max to me is nearly as perfect a phone can get and it’s the first time I’m considering not upgrading annually like I normally do.