Starting from "level 1": Shepard is a senior officer and a combat veteran, but he starts his character progression with only a basic set of skills. Why? Purely to provide a sense of advancement as the game goes on? It seems to me that there might be other ways of handling this, that are more story-focused.
Shops and budget: Shepard is a member of the (human) Alliance military and then a Spectre, an agent of the ruling council. Both of these organizations expect him to purchase his own equipment from cash scraped up during the course of his activities. A fully-crewed spaceship can't be cheap to operate; the humans can donate one of those, but not a fully-stocked arsenal? Also, in a future high-tech society such conveniences as "mail order" or even a complete inventory of equipment from an authorized dealer are unheard of. You're forced to take potluck of whatever the local second-hand store happens to have available at the moment.
The combination of both these tropes is especially annoying: a progression of weapon and armor upgrades which increase exponentially in cost. The manufacturers' catalogs make no sense. (The manufacture and sale of grenades appears to have been banned. The team has to make do with ones you can find lying around; the documentation avoids this topic leading to much message-board confusion as people ask how they can refill their stock of grenades.)
And, while I don't expect an RPG like this to offer much in the way of 'sandbox', the artificial limits of where you can go are sometimes very glaring. (Not being able to climb cliffs, for one...) The Elder Scrolls games do a much better job of convincing you that everything you see is really "there", even if the cities and towns are still of laughably small scale.