I'm a fairly casual PG user but I have these issues:
Lack of case and accent insensitive collations is inexcusable at this point. Is there anyone that enjoys sprinkling every bit of SQL with upper() comparisons?
Non materialized CTEs. I like materialized CTEs sometimes and wish MSSQL had them as an option but I also need it to work the other way.
Native point-in-time recovery out of the box. This looks like it might be possible but the process doesn't fill me with a lot of confidence.
Better connection scaling.
Ability to load custom TS dictionaries in user space (for hosted postgres on google/aws/etc..)