I'd love a microSD card slot as well. I suspect, though, that it's less popular a feature than the headphone jack. Until 2016, almost every single smartphone had a headphone jack. Maybe 50% of phones at best had microSD card slots.
That being said... the Xperia compact series is all the proof you need that a small phone can have it all. Good battery life, flagship camera (though understandably you won't have as many sensors as a giant phone), a headphone jack, a microSD card, good battery life, waterproofing, a fingerprint sensor...
It's such a shame that people continually insist that technology we HAD in 2012-2016 is impossible today. All I want is an Xperia Z3 Compact with modern bands and software support.
Hey! I got the Z3 Compact as well. Besides the medicore camera, it was a great device! Too bad mine died with some crappy Google app update (constant reboot loop). Happened on my Shield Tablet as well...