Two things I miss in the Set GPS Coordinates pane.
1) Being able to pinch with two fingers (on a trackpad, etc.) to zoom in or out on the map – like in Google Maps, OpenStreetMap, Apple's Maps app, etc.
2) Being able to open links on the map externally by just clicking on them (currently the only option appears to be Ctrl-clicking on a link, choosing Copy Link in the contextual menu, and pasting this link in a browser).