Another transnational game, e.g. in Red Dead Redemption you could travel between America and Mexico at will, it would be cool if this feature would be brought into a GTA game. I would like to see in a future GTA game is a GTA version of San Diego and South-Western California, heading south from there is a GTA version of Imperial Beach and surrounding countryside, just south of that is an actual, working GTA version of the American-Mexican border crossing, which heads into a GTA version of Tijuana and North-west Sonora.
There could be chapters on both sides of the borders, e.g. maybe you could be hunting a highly influential gang boss who betrayed you, after taking his gang on head on and conquering his mansion in America he heads south into Mexico seeking to recruit local Mexican gang members to rebuild his own gang, meaning you have to head south of the border to hunt him down, leading to big showdown.
There could benefits to cross-border travel, e.g. the State Police don't have jurisdiction in Mexico, meaning they're forced to abandon your trail until you cross back into Mexico, and vice versa. The two 6-star wanted levels could be the National Guard in America and the Ejército Mexicano (Mexican Army) in Mexico, the 5-star wanted level in Mexico could be the Policía Federal (Federal Police, also known as the Federales).
There could be properties to buy on both sides of the border, such as beachfront houses on both the American and Mexican coasts, town houses into the GTA equivalents of San Diego, Imperial Beach, Tijuana etc.