Here are a couple of thoughts:

1. Cutscenes in games, especially RPGs and adventure games, often contain important plot points or clues that are important to the rest of the game.

2. The use of the escape key to pause a game and open the in-game menu is so much a standard now that practically all PC games use it.

Why is it then, that almost every game containing cutscenes also use the escape key for skipping them? It means that in most games, once a cutscene starts, you had damn well better stay glued to the screen until it's over, or you will miss it, because the damned things cannot be paused.

I'm a family man. My wife or son may need my help with something very quickly, the cat may knock something over, requiring quick action, lots of other things can happen while I'm playing a game. But if it happens during a cutscene, I usually have to choose between waiting for the cutscene to end, or skip the damned thing and pause the game, thereby potentially missing something important.

I'm playing through Broken Age at the moment, and lo and behold, pressing escape during a cutscene does open the in-game menu, but pauses the cutscene as well, so I can watch the rest of it when I unpause the game again. It's brilliant, I love it. And it doesn't mean that all cutscenes are unskippable, the game just uses the space key to skip them instead, so it's the best of both worlds (because unskippable cutscenes are also a pain in the ass). I therefore have to ask the question, why the hell don't all developers use this feature in their games?

What other really neat features have you appreciated in a game and wondered why they aren't used more?

Being able to save anywhere, anytime. Nowadays, it feels many games don't include saving at all and just slap 'roguelike' in the description. I know it can be very challenging to program, especially for complex games, but I don't have enough free gaming time to be forced to repeat often lengthy sequences to progress in the game. Save-crawling has been the only way I've been able to finish many games. I think this is also a big reason I never got into console games much.

I can't think of such a feature right now, but the one you described actually causes a hilarious bug in Shogo - Mobile Armor Division.
The ingame cutscenes in Shogo are basically treated like regular gameplay, except with the characters and camera now controlled by the game itself, so you can simply enter the menu whenever you wish. However, if you do that and then return to the cutscene, the game seemingly unlocks mouse controls for the main character, meaning you can have Sanjuro spin wildly in place or jitter like a maniac, and even aim and fire your guns. That way, I once managed to get several guards to attack me in an early cutscene, while Admiral Akkaraju was still briefing me on my next mission.

In RPGs, allowing characters who die during battle to earn experience or otherwise grow. Two games I can think of that do this are Dragon Quest 9 (though I don't like the way higher level characters get bigger shares of XP in that game) and SaGa Frontier 2.

In intentionally unfair games, being able to restart quickly and not worry about running out of lives. (Syoban Action's restarts are slightly longer than I would like for that sort of game, but at least you never get a game over, no matter how many times you die.)

The option to start a New Game + without having to finish your current playthrough. Dragon Wars did this, for example, and it can be useful in case you get stuck (for example, if you carelessly cast Create Wall and trap yourself).

If you are going to have a point of no return, warn the player first. If Wizardry 4 can warn the player first, every game should.

The option to replay a specific section of the game. Many shmups do this, but I would like to see this in other genres as well. Being able to replay a favorite RPG boss fight without replaying the entire game would be nice.

Also, I like games where every quest and event is repeatable. This is one of the reasons I like Zelda: Majora's Mask, and it is also one nice trait of early RPGs (before they started storing global quest progress).

Well, you doing it wrong. I tend to just look the door and turn the volume up :o)

I agree with the saving at any time from SCPM. One big gripe having check point saving.

Not being bombarded by "achievement unlocked" nonsense.

Having classes, really don't get the appeal of this "classless" upsurge.

I rarely felt the need to pause a cutscene to be honest (maybe I'm not such a family man...). However I did accidentally skip a few by pressing a key. In Shadow Warrior 2013 you have to press and hold a key for a second to skip a cutscene (you even get a small time bar). I really liked that idea.

EDIT:
What I really would like to see in cutscenes is the ability to rewind. I sometimes miss what a character said, especially if there are no subtitles, and then have to watch it all over again to understand it, or find the cutscene on youtube.
Max Payne had the ability to pause and rewind its comic cutscenes. The only game I can think of.

To make the cutscene thing even worse, with most games you have to take a gamble as to whether pressing that button or key will pause the cutscene or instantly skip it. All cutscenes should have pausing enabled and skipping available only through the menu. There have been some games where I've accidentally skipped dialogue or even an entire cutscene because the input for doing so is one that you have to press a lot while playing.

1000 times this. Also it necessary that game's mechanics and difficulty aren't based around ability to save anywhere.

I also add, that I find it important to have neat and cool journal in RPGs. Some of best journal examples are in Might and Magic VI and Dungeon Siege II. They are easy to browse and straight to the point - they have all the info you might need during gameplay.

Heh, that would have been mine. I don't know what it is, but my wife has an amazing knack for interrupting my game time with urgent business precisely when an unpausable cut-scene has just begun to play. Often times I'll have to skip out of it and either reload later (hopefully I saved it not long before) or look the scene up on Youtube to see if I missed anything important.

Unit carryover in RTS games. RTS games often have units that gain experience from battles and can become quite powerful by the end of the mission. So why then start over from scratch each and every mission with inexperienced units. This is further compounded when you can actually research and design units.

Earth 2150 has both the R&Ded units and experience so thankfully it also has unit carry over to help get the most out of your creations. I really wish more RTS were like that.

Witcher 2 had a 'remove annoying QTEs' option. Sure, it's not as good as having that as the default, but at least having the option felt inspired.

You are Empty had the ability to destroy health kits. This meant that really pyrotechnic battles may go in your favour faster, but leave you with little chance of patching yourself up afterwards. So being a bit careful pays off. More games need destroyable pickups like that.

Standard saving combined with timed autosaves.

Custom difficulty settings, like in Dungeon Hack. Maybe I want the game to be hard in some aspects, but easy in others. This is particularly true for games where difficulties affect lots of things.

An example of a game that would have benefited from this is Metroid: Zero Mission. If you are playing on Hard mode, enemies do double damage *and* energy tanks only give half the health. As a result, I have found Normal to be too easy in that game and Hard to be too hard. With a custom difficulty, I could have either made enemies do double damage *or* made energy tanks give half health, which would have provided a nice middle ground. (Also, how about an option for how many missiles missile tanks give?)