One thing I'd really like to see is that UE would longer basically lock up when I open a folder that contains large newsgroups. As-is, when I open a folder that contains a few 100m+ header groups, it takes about 2 minutes before UE will give me control again. This is on a machine with RAID5, 12 gigs of memory and 8 cores.
It used to not be such a problem on XP, but now that I'm on Win7 and I've been introduced to the trigger-happy "not responding" feature, then during those two minutes I don't know whether it has actually locked up or not since Win7 stops drawing updates to the UI. The loading progress bar in the bottom right stops updating.
I'm not asking necessarily that you launch a thread for each newsgroup in a folder, more like don't make the UI lock up while it's loading a group or folder. The newsgroups are absolutely huge these days.