Now that I've seen Episode IX several times and had a chance to process my thoughts on the film, there is one major change I would have made to help tie this movie into the entire saga and feel like a finale.
I know that seeing Rey and Kylo Ben fight on top of the wreckage of the second Death Star looks cool... but what if we went to another planet instead? What if instead, Palpatine's Sith Wayfinder was back in his home on Naboo?
This would tie a lot of threads up nicely in The Rise of Skywalker. It would be a much better reveal for Rey, she could discover her parentage in the house of Palpatine, give us some insight into her parents, and tie-in the dreaded prequels in nicely. In fact, she could have also learned that the Skywalker line also has roots on the same planet, from Luke and Leia's mother, the former queen of Naboo. It also would play in nicely with Rey's choice of surname at the end of the film, struggling to pick from her own house or another house both with roots from the same planet.
In the end, rather than going to Tatooine, a planet Rey wouldn't know about, she could bury both Leia's and Anakin's lightsabers on Naboo... the planet of Luke's mother, whom he wishes he knew.
But alas, I don't think Disney was particularly interested in having any strong links to the prequels...