The most recent example of these that's been bugging me is that the program doesn't remember the previous zoom level of clips or where you were in editing them. Want to select another clip for comparison, listen to it, then pick up where you left off? Oops, you're right back at the beginning of the clip at the default zoom level.
Live also fails to remember the last valid audio interface if it's ever disconnected, or the state of the punch in/punch out as well as the follow and metronome functions in saved projects.
Speaking of which, it would be nice if Live remembered where you left off and would automatically load that last project. Optional, of course for those that are always working with a clean sheet.
Small things on their own, but over the long haul but addressing them wastes a lot of time. Especially when you multiply said wasted time over all Live's users worldwide.
Life is short. Save us time Ableton.