So, I've played a lot more Immortals at this point (I've got around 55 hours in the game), and I think the most frustrating aspect of the game would be the heavy reliance upon physics puzzles. The problem is that when you allow too much variance, it's easy for the puzzle to not work even though the player executed it correctly. For example, there was one puzzle where I had to complete an objective to cause a floor to drop away, which dropped a block onto a pressure pad. The problem is that the block fell and landed at an awkward angle causing it to fall onto the edge of the pressure pad. Since the block wasn't fully on the pad, it didn't apply all of it's weight, and the pressure pad didn't trigger. It took me a few minutes of picking up and dropping just to get it to land in an acceptable spot (the block in a fenced-off area, so I couldn't just go in and fix it).
Although, on the flip side, since the game has a heavy reliance upon physics in puzzles, that means you can also cheat the puzzles. For example, I was doing a three-skull difficulty (highest difficulty) Vault of Tartarus last night that involved getting large wooden balls onto these activation pads. Once you enter the vault, there's an activation pad across a slight gap, and then across another slight gap, there's the first wooden ball. Now, you're supposed to take the ball all the way around up to the top left (and I think the process involves multiple balls being added in) just to get to that first activation pad. Well, if you have upgraded Hephaestus's hammer to have the charge ability, you can charge the hammer and punt wooden balls across gaps. (There's actually a different vault dedicated to doing this.) So, rather than do it the hard way, I just punted the ball backwards -- it took a try or two since it can be hard to know where you're going to hit it -- and I was able to ignore half of the puzzle.
I think the one thing that I would've wanted to see more of in the game would be item variety. The problem is that there are very few actual weapons in the game, and they're not all that interesting. The major difference between them is specific perks, and at least in my opinion, most perks aren't that good. Also, the game really, really needs the ability to save gear sets, because it just takes too long to keep swapping between items, and also visual customizations. This is especially the case when you get the Phosphor skin that makes it so when you kill an enemy while in Stealth, you remain in Stealth. If you combine that with the Lion helm, which lets you deal more damage to an undamaged enemy, I can kill just about any small to medium enemy with a sneak attack. However, when I'm not doing that, I'd like to switch to the helm that gives me a chance to deal triple damage.