Age of Mythology is still my favourite game. The flavour of it and sheer fun factor is so high.
But it's hard to deny that Age of Empires 4 does basically everything better. Defences are more relevant, my experience has been that there is a greater need for adapting your strategy. The value of scouting (particularly age ups). The experience of playing ranked games with ranked badges, map bans, better colour selection, and persistent groups for team games. For competitive gaming, even at a low or mid level like me, nearly everything aoe4 does differently from AoM is something that I wish AoM also did.