1. Custom escape sequences that trigger my own code. iTerm 2 and Kitty support this (Kitty calls them "kittens"), but I don't think any other terminal emulators do. WezTerm appears not to. User variables do come close, but are not quite the same, since a user variable is "declarative" and this behavior is "imperative".
2. Show timestamps for each scrollback line. This is a feature you don't miss until you need it, but I use it, for example, to match log output timestamps to the time I ran a command in mysql console on a remote server.
I don't really care about streaming 134.55 MB/s of text to my terminal emulator; I do care about features that make me productive.