The ability to add an optional splash screen (or screens that can include various levels of transparency and are independent of your application settings (so if your game/app runs in full screen, these wouldn't). All the screen or screens would do, is display before the program ran fully, either with a timer, or be dismissed by a mouse click or key press. Wouldn't have to be anything fancy, just an alpha enabled image would do, providing it was entirely up to the user what image was used, and what resolution it was, and if they even wanted one to exist or not in the first place. Just so long as they could make use of alpha channels, so you're not forced to use a box around your logo.
It would also be handy if the splash screen/s themselves could run without the DirectX 9 requirement the rest of the executable needs too.
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You could be more creative than in a regular square box. It would let you show the desktop through the alpha channel (which you can't do using regular layouts).
A good splash screen like this, looks professional.
Construct could easily be made not to display these kind of splash screens after being seen once, or if something is set in an ini file (so people who don't want to see them again don't have to).
They wouldn't be limited to whatever resolution or setting you have applied for your actual app/game, or have title bars etc. (yes I know you can remove those in the actual executable).
Bare in mind there are backgrounds on these, in the real ones the white background is whatever is under the splash screen.