Going on an album by album basis and then with some more general thoughts:
Iron Maiden: Phantom Of The Opera should not be dropped from the live set, ever. Also I'd like to hear Running Free again for the encore, been a while since that was played. And I think that Transylvania is vastly underrated and it would be great to put that back in again, especially if it's like Beast Over Hammersmith with a ton of improvs at the end.
Killers: The title track should have been played more often after 1988 - it was great to finally hear it again on the most recent tour. Purgatory is another lost classic and would work really well as an encore.
The Number Of The Beast: It was odd that on the 2005 tour they only played the big three songs from this album - I get that they were putting in a lot of stuff from the Di'Anno years in the set but surely Children Of The Damned could have been included somewhere. But the real missed opportunity is not playing 22 Acacia Avenue since [I think] 2003.
Piece Of Mind: It would have been nice to hear Still Life again at some point, and maybe not neglect Flight of Icarus so much as it was excellent when they put it back in the set on the Legacy tour.
Powerslave: Dropping all Powerslave songs from the DoD era setlists was not a good move, but the band have made up for this since. The title track was neglected somewhat over the years, and Losfer Words [Big 'Orra] would have been fun to play more often. Back In The Village should have been given a live outing at some point too.
Somewhere In Time: Until the recent tour a few years ago this was the most neglected album in the Maiden catalogue from their classic era, which is a shame as it's one of their best albums. Caught Somewhere In Time, Stranger In A Strange Land and Alexander The Great should all have been played much more often in the last few decades.
Seventh Son Of A Seventh Son: Agree with everyone else that not playing Infinite Dreams on the Maiden England tour was inexplicable. Not playing it on the most recent tour seems like another missed opportunity as well. I seem to remember that there were rumours around 2008 or so that Maiden would play the whole of the album live which would have been cool if it had happened, but not sure how much substance was behind these claims.
No Prayer For The Dying: Honestly this is an album which Maiden should revisit. Some very strong tunes in there such as the title track which would really go down well live. As far as the tour for this era went the real WTF moment was choosing to play The Assassin [which is the worst Maiden song of all time] instead of the very underrated Run Silent Run Deep.
Fear Of The Dark: A very consistent record with some underrated songs like Childhood's End which would have been great to hear live but were never played. The main missed opportunities here were 1) not putting together ARLO and ARDO properly (the 1992 shows were much stronger and the whole Helsinki show should have been released), 2) the mix on the Donington 1992 live record being completely fucked up (rhythm section dominating the mix, guitars way too low) thereby spoiling what should have been the crown jewel of Maiden live albums, and 3) not reissuing the Donington 92 show on DVD (as the VHS mix was perfect and well balanced).
The X Factor: An official live album from this period would be really good as the band were on it and the Bayley years were great. Always thought it odd that Look For The Truth was never played live. Blood on The World's Hands hasn't been played live since the tour which is a shame because it's one of the Bayley era tracks I think Dickinson could really do justice to.
Virtual XI: My friend saw this tour and they were not impressed that the band decided to drop The Clairvoyant and play The Educated Fool live instead. Como Estais Amigos should have been played live although it's hard to work out where you'd put it in the context of a Maiden set. Futureal is much better live and the band should consider using it as an opener again, especially as Dickinson has sung it before on the Ed Hunter tour.
Brave New World: Not too many missed opportunities here although The Nomad would have been cool to hear live.
Dance Of Death: Agree that not playing Montsegur on the tour was strange. New Frontier would have worked well live too. Journeyman would be nice to hear again. However the real missed opportunity came in 2010 when they played Paschendale for the opening part of the tour then dropped it and haven't played it since - it's one of Maiden's best latter day songs and really should be played live more often.
A Matter Of Life And Death: Since the whole album was played live, the real missed opportunities are not putting out a live album from this era or the 2007 tour although one was planned I think. The Legacy would be great to hear again as it's one of the band's best songs ever.
The Final Frontier: Not playing Isle Of Avalon.
The Book Of Souls: Shadows Of The Valley would have been good to hear.
Senjutsu: Apart from the fact that it fitted thematically with the tour, the decision to play The Time Machine live was not the best one as it's just not that interesting a song. The Parchment is the best song on the album but wasn't played.
On a more general note:
* Aces High is a classic song and arguably was dropped from the setlist for too long in the 90s and 00s, but it really needs to be retired from the set now as Dickinson struggles with it.
* A lot of people regret not having a live album from the Somewhere On Tour era, but I disagree. All the bootlegs I've heard show that Dickinson was still recovering from the previous tour and mentally he was checked out. He's singing on about 60% power most of the time and I think any official live album from that era would have been a disappointment.
* Donington 1988 is the worst show of the band's career. I think the occasion got to them. Moonchild is OK but everything else is woeful, especially by Maiden's standards. Timing mistakes and wrong notes are all over the shop and Dickinson is just way off on so many songs. Objectively it is just not a good performance. It's also overshadowed by the tragedy that happened during GnR's set earlier that day.
* The Bayley years were a missed opportunity in terms of the setlist. There were some songs that Bayley simply couldn't handle comfortably live, yet the band kept them in the set regardless. More thought should have been given to revamping the setlist to accommodate Bayley's range better. In particular this would have been an ideal time to reintroduce some of the Di'Anno era material.
* I understand Smith's request for the band to slow down their live tempo somewhat when he rejoined, but I think some songs [apart from Hallowed Be Thy Name, which didn't seem to change] should have been retained at a higher speed. Fear Of The Dark still sounds great live but it never quite matches those full on 90s versions, especially Helsinki 92, and I keep wanting them to play it at that tempo again.
* Not playing a single UK home date on the Ed Hunter reunion tour was unforgivable and possibly the only time when Maiden really misjudged things in terms of giving the fans what they want. I know the dates had apparently been pre-booked when Bayley was still in the band but it would not have been difficult to put in a couple. Yes the UK rock press had abandoned Maiden in the 90s but that was still no justification for blowing off your home support like that.
* Maiden should go down the Pearl Jam/Metallica route of taping and releasing all their live shows. Would be fantastic to be able to get an official copy of the show one saw.