I keep running into a problem with funnels when events can happen very close to each other or at the same time: sometimes, for various reasons, the second event registers as having a slightly earlier timestamp (say, about 1 ms earlier) so those conversions don't show, rather they count against the conversion rate. For example, one event might be server-side and the other client-side, and the clocks on the two machines are likely not in sync. I wish I could make the conversion window to include a negative portion, if only a second or so, to capture and deal correctly with these small errors, so that they don't affect the overall conversion rate
Additionally or alternatively, I would like "Any order" to also apply to the first event. Sometimes you're interested in watching users advance through a process with a variable entry point, and I find that the current way funnels work is too restrictive for that.