One surprising omission is the USB on-the-go which helps you to transfer files between the USB drive and Devices. This feature is enabled in phones like N8 and E7.
Look in the picture below!

And moreover the USB connector (not a part of the N9 package) doesn't fit in the slot of the N9, I suspect that Nokia has done this in purpose to avoid functionality issues.

I felt Nokia should have added this feature too!