Here are a few features that I strongly feel Objectives should have:

There should be space for writing in the objectives like there is a notes option in the tasks.

It would be good to have the "comments" feature for objectives also.

Objectives should be not only for weeks but also month and year.

Not sure how but a feature like visibility of all the tasks in an objective would be good to have.

Connecting multiple channels for a single "Objective" would be good to have.

It would be great if there is a progress bar in the Objectives like the achievement pie is there in the backlog.