Game speed
Pacing is one of the things that got criticized in RDR2: the game is too slow, and it sometimes takes forever to do simple things like getting on your horse or looting a body. Of course that is a consequence of the game's realism, so you can't really complain, but a better balance between realism and arcade feel to make the game flow more smoothly would be welcome in RDR3.
Things to buy
Yes, GTA-likes are known for one goal: start poor and end up rich. In RDR2, you can live like a drifter for the entire game, sleeping in camp and living outdoors (a drifter with golden revolvers, sure).
Even Red Dead Online didn't follow the GTA V trend, where developers kept adding plenty of content even nine years after launch. Owning mansions and other ways to show off your wealth is sorely missing from the game.
Dodge rolls
YES. Dodge rolls deserve a whole paragraph, because they were completely part of RDR2's gameplay, and replacing them with a simple dive to the ground was a huge mistake.
Online
Red Dead Online seems to handle its servers better than GTA V, with fuller lobbies and the ability to join a game while a session is already running. What RDO mainly lacks is still the same thing: things to buy. The problem in GTA V is the opposite, with maybe too many useless (and overpriced) items. RDO feels abandoned by Rockstar, and the lack of new activities, events and content added regularly really shows.
Bonus: Mexico
Bigger is better, so we all hope Mexico makes a comeback if Rockstar decides to add a new region to the existing map, as they did for RDR2.
All these "problems" only exist because we know Rockstar always sets the bar very high, and of course Red Dead Redemption 2 is a great, polished game. But players will always want more from their favorite game.
What about you? What do you think could be better in RDR3?