I think the reason that there's a desire to see her kidnapped is that the hell she's been through this season hasn't done her character justice at all, in terms of both screentime and emotions. Her wheelchair storyline wasn't treated properly, her storyline with her dad was DEFINITELY not given adequate screentime, her POV following finding out about Oliver's son wasn't shown the way it should have been....essentially, the writers heard the audience's pleas for more content for Felicity, and so they shoved too much into Season 4 without dealing with any of it properly.
I personally WANTED the writers to wait till Season 5 to bring Felicity's father in. I felt that they introduced him solely due to the demand of the audience, and therefore the little arc was rushed, poorly executed, and completely out of place.
I think that, as with most requests for various storylines for Felicity, it comes from one place - a desire to see her worth and the love that the audience has for her translated into a really good, fully fleshed out arc for her that does her character justice. If she theoretically would be kidnapped as the season ender, there's hope for that, if just through the fact that ending the season with her character disappearing would assign tremendous importance to the event and to her character in itself. Being the cliffhanger following a season by disappearing is a big deal, and it would be a bigger storyline than anything she's gotten - and that includes getting shot as the cliffhanger following the midseason finale of Season 4.
