Wish he didn't collaborate with DiCaprio so much
It's no coincidence that since collaborating with DiCaprio he has made almost no all time classic movies. The Departed is the closest but that's more of an ensemble piece. The Wolf of Wall Street is decent but also an over the top joyride that teenagers seem to think is the greatest movie of all time.
DiCaprio just isn't on the level of prime De Niro. Repeat viewings of his performances don't hold up. I wish Scorsese picked someone with a bit more talent after he and De Niro parted ways. Maybe more regular collaborations with Daniel Day Lewis or Ed Norton.