They need pretty much everything for the RF-S system right now, but that system has just been released, and I'm sure we'll see a lot more lenses in the near to mid future.
When it comes to full-frame, they actually created quite the portfolio so far. Most common lenses are covered by now, even in different price brackets:
"Holy" Trinity
RF 15-35mm f/2.8
RF 24-70mm f/2.8
RF 70-200mm f/2.8
"Unholy"(?) Trinity
RF 14-35mm f/4.0
RF 24-105mm f/4.0
RF 70-200mm f/4.0
"Budget" Trinity
RF 15-30mm f/4.5-6.3
RF 24-105mm f/4.0-7.1
RF 100-400mm f/5.6-8.0
"Holy" primes
RF 50mm f/1.2
RF 85mm f/1.2 (+ DS)
RF 100mm f/2.8 Macro
RF 135mm f/1.8
RF 400mm f/2.8
RF 600mm f/4.0
RF 800mm f/5.6
RF 1200mm f/8.0
This is the first category of lenses that still has a lot missing. Most importantly:
Where is the 35mm? My guess is that this is the most eagerly awaited RF lens right now. But the rest of the wide angle lenses are also still missing, as well as additional telephoto options. I can only assume that these are among the highest priorities for Canon right now.
I personally wouldn't mind slightly ligher/cheaper 35mm and 85mm f/1.4 options one day (the f/1.2 Ls are great, but not for me), but I doubt that something like that is high on Canon's list of priorities right now.
Mid-level primes
RF 24mm f/1.8
RF 35mm f/1.8
RF 85mm f/2.0
I would love to see a
50mm f/1.4 being added to this range of lenses. With fast autofocus (unlike the f/1.8 version) and the same build quality and similar price tag as the other lenses in this range. Doesn't really need a stabilizer if that would make the lens too expensive.
Will they do it? What do I know, but they had no less than four different EF 50mm lenses within the first couple of years of that system being released.
A non-L macro (1:1 magnification, no SA control) would also fit nicely with these lenses and is something that the RF lineup is definitely missing right now. The 100mm L is great, but too expensive for most people.
Small/Budget primes
RF 16mm f/2.8
RF 50mm f/1.8
They'll probably add another lens here and there over the coming years when they see fit, but I don't feel like this is something they're focusing on. I wouldn't be surprised if they'll re-use the lens platform for some RF-S primes. It's a great form factor for a travel kit.
Miscellaneous
RF 5.2mm f/2.8 Dual
RF 24-240mm f/4.0-6.3
RF 100-500mm f/4.5-7.1
RF 600mm f/11.0
RF 800mm f/11.0
Still a lot of specialty lenses they need to add: Tilt-shifts, a fisheye, a high-magnification macro lens, possibly more ultra-wide and tele-zoom options.
But I can imagine these trickling out relatively slowly over time, given that most of these won't be very mainstream.