Customise file handling; I don't want to listen to mp3s through my browser by default. I use my computer to load podcasts onto my phone, but this is much more arduous while Opera insists on handling everything itself.
Block obnoxious content with a click; video ads that play themselves upon loading were easily banished forever with four clicks. No longer...
Please add your own list to mine. Opera's attitude seems to be that they won't spend time resurrecting features that people won't use, which is fair enough. But I contend that at least some of the lost features were widely used enough to justify the effort.
Opera was a great browser and is a great browser. Imagine the best of both worlds..