I Wish Odo Had Experimented with Body Modification when He was a Solid
At the end of The Way of the Warrior, Bashir offers to make Odo’s face look like any species he wants. He defines. It seems like a wasted opportunity for Odo not to have explored his identity within the confines of being a solid. I would have loved for him to realize he could change his appearance and explore being different people without having to be a changing, instead of keeping the same face and uniform. Similarly, it would have been great for his experience of being a solid to have improved his ability to shape shift in some way. They always talk about how he has these glimmers of what it’s like to really be a rock or a hawk when he holds a shape for a long time. Was him being a solid for a long period ever addressed in that way?
That's definitely an angle which could have been taken, and (like a number of other unused areas to explore about a nominally sexless, amorphous being) probably would have been considered seriously if DS9 were coming out today.
With that said, I'm not surprised Odo chose to remain as he was. Odo is accustomed to being able to change himself... temporarily. He's never been stuck in any one form before, so it makes tremendous sense that 1) he'd be relatively risk adverse about making changes which he expects would be far less trivial to revert, and 2) he'd want to make sure he kept the shape that he usually holds, which everyone else recognizes as him. For Odo, his shape-changing ability is first and foremost a tool, and although he's willing to play around with it in relative private and in small doses, he clearly isn't interested in making himself any ostentatious features or he would have been doing that already.