Mine is the lag in Stellaris, and lack of options to let me impact it. Like let me disable the ability for the AI to make habitats FFS!
I suppose this falls under the realism category. No vendor in a “real world with fantasy elements” has infinite money and buys everything from you. And in the early game you can’t fast travel everywhere. Combine this and you get a reasonable game mechanic that restricts too fast player advancement in especially the early game.
Later on you can develop a skill that lets you sell to every merchant.