In the Tannhauser world, the Allies have access to technology developed from the wreckage of a crashed alien spaceship while the Reich has access to demons and occult powers. This seems to be the basic division between the two sides, one have more tech, the other being more occult and magical.
In this context, the Reich has more interesting powers and characters, in my opinion at least. To balance this, I would love to see an alien character, perhaps rehabilitated from the crashed spaceship, perhaps newly arrived to discover what happened to their lost ship, join the Allies as a character who has not just high tech but perhaps mental powers or some other kind of powers comparable to the occult powers of the Reich.
Similarly, the Allies have access to Native American mysticism and powers, somewhat reflected already in one of the new power tokens. I'd like to see this side of the story developed more with perhaps a Native American medicine person (shaman) joining the Allied forces, again to counterbalance the occult powers of the Reich.
In short, in my opinion, it's the Reich that has the "cool" factor in this game; the allies have great charcters, but they're bascially grunts and commandos with high tech weapons. I'd like to see more "cool" characters on the allied side as well. An alien would be perfect; a Native American spirit or magic-user would be pretty cool, too.