In Premiere Pro we're missing quite some blur effects. For us the biggest issue is Gaussian Blur being an undesirable effect because it creates negative values and harsh transitions into them. For that reason we resort to Fast Box Blur which works well but it isn't available in Premiere Pro!
As a workaround we are now forced to use third party plugins for a simple blur in Premiere.
It would be great to have a lot more parity between effects in both suites. It's also beneficial for moving stuff over from offline comp in Premiere to online comp in AE.