The first thing that I think would improve the game, Would be more "events", both random and set. For instance, on day 35 have something happen, and if you have a woman advertising on an odd numbered week, you have a 12% chance of this event happening, but it will only happen once... Things like that.
Why?
Because it gives the game a stronger story and more replay value. As it is now, you just get a small back story and then it's just sorta... "Heres a brothel, go get women, the end". It really cuts down on replay value.
The second thing would be to even out the end game mechanics.
Maybe make having a woman a bigger deal. A full brothel would be 10, instead of 25.
Why?
It cuts down GREATLY on micromanagement, something that really kills the fun later in the game. It's nearly impossible to even check the status of each girl when you have four full brothels, not to mention how over powered and out of hand the enemy gangs get if you've done a decent amount of sabotage missions. You're better off avoiding them all together, else you risk creating new,significantly stronger gangs. My dungeon is inundated with slaves that I mass brand and sell.
Include options to add either a casino or bar to a brothel, and include more status about each one.
Why?
I have no clue what hiring staff for these even does. I never assign any girls to these positions, they seem to make less money in the daily status and there is no up side to having them in there. Maybe if it told me how much money I made, and then said "xxxx amount came from the bar/casino". I would have one or the other, because having both in a brothel makes it a bit hard to manage due to the high amount of people you would need (which could hopefully be cut down) and the amount of women you should be able to keep in a brothel.
Make unique girls have a different colored name.
Why?
Because I accidently sell these off in mass branding and sellings, as I talked about. It's a waste, and I'd rather keep a girl with a cool story, even if she has lower starting stats.
There are more, but I can't even think of them. Just some idea's I had while playing.