I do want mechanics for mass combat and domain management. Not a full-fledged wargame, but I want enough support that I can, as a player, assemble and command an army and not feel like the DM is just making the whole thing up on the fly. And as a DM, I don't want to have to make the whole thing up on the fly. Nor, to judge by comments in this and other threads, am I alone.
My vision for such a system would be highly abstracted and play out as a backdrop to the battlefield deeds of the player characters. The armies clash, you roll a few dice and mark down the results. Then you go to "heroic mode" and focus on the PCs performing some important action, like fighting an enemy commander, breaching a key fortification, etc. Once this deed is complete, you zoom back out and roll another clash for the armies, with the PCs' actions influencing the result. The bulk of playtime would be spent in "heroic mode." The idea is to allow the PCs to make meaningful decisions as commanders and rulers (without requiring the DM to ad-hoc everything), but keep the main focus on the PCs themselves.
This is not a new concept for D&D. Back in the pre-Wizards days, becoming king by your own hand--and then holding your throne--was an expected part of the game. BD&D supported it out of the (cyan) box with the War Machine system for mass combat and the Companion rules for domain governance. The AD&D core books only had some basic rules for followers and strongholds, but there were a number of forays into this area during 2E. Birthright, the Castle Guide, and Battlesystem come to mind. Dark Sun also dipped its toes into the water, with the Athasian fighter getting a bunch of special abilities relating to organized warfare.
Once 3E came out, however, the whole thing was dropped. "Heroes of Battle" is the only 3E book I know of that addresses mass combat, and it casts the players strictly in a foot soldier* role--the DM plans out the battle as if designing a dungeon, with no player input and no guidance on whether, say, 100 heavy cavalry can reasonably hope to defeat 200 pikemen if the PCs don't intervene. 4E doesn't even have that much. Slapping the name "Knight Commander" on a paragon path is not the same as providing rules support.
[SIZE=-2]*Or teleporting levitating super-soldier of doom, depending on what level you are.[/SIZE]
The point of mechanics is to support the DM and players in playing the story. Sure, you can take your 3E or 4E campaign and run adventures where the PCs are leading armies. But you get no help from the system when you do--the DM has to make everything up out of whole cloth. I can and have done this, but it's a major pain. If there were even a light, abstract rules framework in place, it would make it much easier.