ha, I have the same feeling.
So let's pretend they give us Luna as a playable character, wouldn't it be just restricted to Chapter 14 then and the time skip in Chapter 15? Lore-wise and logically you can't put her anywhere else because how they wrote out her story for Chapter 14, hence why she they didn't add her in the Royal Update to begin with. They basically have her only assist in summoning the Astrals then she disappears again. Which, side note, felt like really bad fan fiction; it took away from the principles of how death works (compare it to how they handled Aerith in the original FFVII story, not the expanded plot) and ruined Bahamut's entrance in Ifrit's fight. If they were going to add playable characters to at least the end game wouldn't it be more logical to add, Aranea, Cor, and Iris because that makes sense story wise?
If Luna is added as a party member, it would almost certainly be a post-game thing, yeah. I don't think that's a reason not to do it, though; they added plenty of "impossible" things into the post-game already, like the Regalia Type-F and the Adamantoise fight (and, I think, the Regalia Replica?), so it wouldn't be that strange for playable Luna to end up the same way.
Re: the way death works, having Luna appear the way she did actually makes the ending considerably less ambiguous, since it makes it clear that, yes, there is an afterlife and yes, people who are there can still interact with the living world. FFXV doesn't need to be a world where dead people's souls get recycled for death to matter.
We know some things exist because of some datamined files, but who is to say they would even use those files or what else is done or not done that wasn't added into the game.
Well, knowing that something is in the datamine says an awful lot given how many of the significant additions in the datamine ended up being used in the end. Sure, there were some really old things from earlier battle systems, too, but the things that I'm talking about were either labeled GOTY (and therefore originally meant to be part of the Royal Edition) or written up in the same way as the collaborations were (I initially assumed that the mysterious forest was part of the Terra Battle 2 collab, actually). We're definitely in a better position that "who knows?" given what's happened so far.
Regardless, as I mentioned, these things aren't free. Even though assets exist, it doesn't mean anything. If that were the case, we would have had a lot more like the train station added into the game, but instead they cut it and it hasn't been added back in since nor do I think it ever will.
They're not free, but they would serve as an excellent final free update to get people back into the game at the same time as Episode Ardyn is releasing. That's the strategy LumiPro has been using all along -- give everyone something free to draw their attention, then go all out for the DLC advertising at the same time. That strategy seems to have been effective so far, given that they were willing to make another four DLCs!
In any case, the train station is a completely different ball of wax, because it no longer has any reasonable place to exist in the world that we know. As far as I can tell, it existed because Altissia originally wasn't on an island, and therefore Noct's train journey started there. Since Altissia is, in fact, an island now, there's nowhere for the train station to go.
Of the two things I've been discussing, there are obvious places for each of them to exist. One of them is a post-game fanservice bonus. The other... well, it depends what the mysterious forest is, but if I were to add something like that, there's an obvious way to do it:
1) Use the unique forest assets from the Platinum Demo for the forest itself
2) Have Noct access the forest in a dream, which can be triggered by a panel in the Cape Caem safehouse
3) Use Carbuncle as a memory viewer
4) Make the memories into video files instead of realtime events
That way, you'd keep the cost low, add in some extra connections to Carbuncle and Noct's sleep motif, and still be able to include the flashbacks that weren't able to exist in the game as it currently exists.