I've played this game beginning-to-end at least a dozen times over the years, each time a different way (using different characters, doing things in WoR in different order etc.) and I have a few questions and opinions from over the years.

Banon --> I assume he was killed when the world was undone (or maybe when Gestahl double-crosses the Returners), but do they ever mention as such? Seemed strange to me that he was just suddenly gone and never mentioned again. Would've been funny had he turned up as one of Kefka's followers at Fanatics Tower, just for some comedy.

Saving Cid --> I always felt there should have been some reward (other than allowing him to live) for saving him at the start of the WoR. Maybe only getting Palidor if he lives or something. I don't know, it just seems weird saving his life and then just leaving him there by himself.

Gau's Rages --> I think the strength of each rage should've had a lot to do with the strength of the enemy you're raging. Just as an example, Stray Cat's Catscratch should not have been as powerful as it was, while somebody like GtBehemoth or Brachosaur should've had extremely powerful Rages. I understand that Gau's stats should have something to do with it, but it would've been cool to have Gau get steadily stronger as he gained the Rages of more powerful monsters. It certainly would've given more importance to getting Gau more Rages, rather than just collecting the important ones (Stray Cat, Retainer, Earthguard (to get Big Guard), etc.).

I'll probably think of some more, but that's off the top of my head.