The only thing I truly miss with sequels is the H-word : "Heldenimport !!!" (This is an insider's joke among the German-language members of the Larian forums : "We" were discussion the matter of "hero imports" ("Heldenimport" = "hero impert") from a game into a sequel, like it could be done with the Realms Of Arcania series, so extensively that it because a joke in itself : "Don't utter ever on this board the H-word or there'll be unleashed a 200+ pages long heated, almost flame-warish discussion !" - In this way, although quite exaggerated. )

So, to make it short : I do miss the the possibility to import heroes from previous games. Sadly no-one does it anymore (except Bioware, maybe …)