I know what many watch this for or expect, and this season has a very low amount of loli hentai (I believe it was no more than 2 scenes of Illya x Kuro and a couple of ecchi scenes with some of Illya's brief transformation outfits and for some of the other characters). There is also one bath scene that clearly was squeezed in briefly because we didn't have enough suggestive content.
Things are also quite different this time than the previous seasons actually, so those who may not have liked the previous seasons may find this one more to their liking.
There is a heavy focus on combat action and none of the school life & daily routines that we have seen in the past. This time the theme is serious and far less humor. The story focuses heavily on Miyu's world from where she came and more depth on Miyu herself. Naturally the goal for Illya is to rescue her which plays to a theme of "rescuing the princess trapped in the castle" scenario. In addition, the theme is a bit darker this time around and the "bad guys" claim to have a good cause.
I am not fully sure how I feel about this large change in style and how the season played out compared to what we have come to expect from previous seasons. I personally liked the random daily life situations, comedy, and suggestive content. Because of the change in style and story, we spend less quality time with our 3 girls, especially Miyu. There is also far less Rin/Luvia time. On the other hand, we have much more action time from them
There are quite a few additions in characters. My favorite addition is the sadistic Beatrice as I love her personality style. There wasn't enough explanation on Tanaka though, it seems like she is being set up for being more focused on in a future season.
Just as an extra note, I thought the ending theme was really suitable for this season as it somehow matches Miyu and makes me think of her who as indicated, is whom the story revolves around this time.
Overall a good season and a large change of pace that may be more interesting for people that didn't like the previous seasons as much. I would have liked to see the anime keep the themes it used in the past and displayed in the last 6-ish mins on Ep 12. Thankfully I do enjoy combat and action too, but have always seen this as more comedy driven and less serious.
Based on the ending, there should be another season to come for sure as they clearly left it open and is suggested to explain the story of Miyu and her brother even further.