In winbox, it is extremely useful to be able to see all current connections, but when the number of connections gets to be more that 1000 it would be even more so if we could filter connections by source, destination, port range, etc etc.

Also, is there any standard way to request features?

Cheers.

IP --> Firewall --> Connections menu provide the same as console 'ip firewall connection', shows the current connection tracking table, you have the opportunity to filter per src/dst address. protocol, etc.

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Also, is there any standard way to request features?
Cheers.

There is a thread called - BETA Testing and Feature Suggestions for next routeros
http://forum.mikrotik.com/viewtopic.php?t=6585

You can post your requests there.