It's really confusing to have table and cell styles that only affect a subset of properties. Since I love using styles as a best practice, it never occurred to me that I was missing properties until running into numerous issues and doing a ton of research.
Examples of missing properties are header/footer rows for tables, and keep options for rows.

It's great that Paragraph Borders are now included but it really needs an option to "Connect Border to Adjacent Paragraphs Sharing the Same Style" so that the border runs around multiple paragraphs if needed. I know you can work around this with forced line breaks and empty lines but that jars with me and doesn't give me proper style sheet control.

Stroke styles like those of Illustrator, where the library and styles can be created in either and shared between both programs

A place to manage bulk style changes across paragraph, character, and object styles.

Very often I use tables in multiple pages taht need to have the same dimensions. Being able to do that in Styles would be priceless.

It would be really helpful when generating captions to be able to assign an object style in addition to a paragraph style. (Even better if there were multiple caption styles to choose from...)

I love using the shading for whole paragraph styles, but it would be nice to have shading for character styles as well. This would be nice for "highlighter" effects, which you just want to highlight a few lines or words. Just like applying an underline or strikethrough, but with a little more control over color, padding, maybe even shape?

When applying a character style in the bullets and numbering tab, all characteristics are applied except for underline/strikethrough options. I noticed that this has been mentioned several times over the years but has not been changed as of CC 12.0.0.81.

If this is impossible to fix, is it then perhaps possible to implement an option to add a background to bullets or numbering, similar to the paragraph rule, which allows for offset, indentation etc.

The ability to create a TOC using a character style would save me a lot of time.

I would like to have external paragraph styles (and other styles too) so that they can apply to multiple documents and keep all documents using them in sync with the same set of styles.

We need to add conditional GREP formatting. For eg. in screen 1 (yellow highlighted text) tagged in xml, and are able capture with GREP styling. But when we put condition, it also captures unwanted text in same GREP style (cyan highlighted), tagged with same xml tag. It would be great as conditional text, i.e.. "IF x=y then DO 'this'" OTHERWISE APPLY 'this style'.

If such option available in indesign, it would be a great help as we are doing frontend xml publishing.

Allow us to create and name custom Stroke Styles. These would be in addition to Object Styles.

Stroke Styles could be used to specify a custom underline, strikethrough, or paragraph rule. Stroke Styles could also be applied to paths and called by Object Styles.

Got a lot of styles. Paragraph, Character, etc. styles. The Quick Apply helps to quickly find the the ones i need. So it would be nice that the last (maybe 5) styles that i searched will be on top of that Quick Apply window.

Or create a new window, and put the most used styles in there.

Allow the justification options within character styles.

Quite often I have different typefaces in one paragraph, which need individual values for the justification of word and/or character spacing. But I can only do the justification for a whole paragraph with exactly one font, ignoring all the other contained typefaces. This leads to word spaces, which are way too narrow or too wide in parts of a paragraph (see the top image). If I could adjust justification options in character styles as I can do in paragraph styles, the problem would be solved!

Add the ability to name or grep-styles.
Grep queries are not human friendly, and it can be hard to "read" and understand them. A option to label them would be great.

Right now, you can go in an assign keyboard shortcuts to character styles or paragraph styles only when used with a number pad.

For those of us on laptops predominantly, that means you are never able to assign shortcut keys for a character style. So instead of one set of keystrokes, you end up having to do extra clicks repeatedly when formatting copy.

Expand the ability to create shortcuts to a wider range of key combinations that are laptop friendly.

Please make it so that hyphenated words always break at the hyphen when they break between lines.

LOVE that borders and shading are now built into paragraph styles; but, I would like to be able to create a paragraph border with an inset (instead of an offset), or something like the "keep in frame" option for paragraph rules. The result is a paragraph outline in line with the other paragraphs above and below it, but with an inset paragraph inside the border.