Simply the option to play media explorer through the master buss and whatever plugins maybe on there. Currently you can use soundflower combined with Reainsert or routing into a monitored track to achieve this.

"Play through selected track" option in Media Explorer's routing isn't good enough?

How come I didn't see that before you mentioned it?..and I've been using Reaper for at least 8 years. I'll get my coat. I suppose in some defence of my post I would say that it wouldn't hurt to be able to route through the Master Buss, it saves some clicking on empty tracks every time you want to audition sounds.

:D and yes, also the additional option for direct "Preview thrugh Master track" would be useful.