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The recent attention towards research and development in cyber-physical energy systems has introduced the necessity of emerging multi-domain co-simulation tools. Different educational, research and industrial efforts have been set to tackle the co-simulation topic from several perspectives. The majority of previous works has addressed the standardization of models and interfaces for data exchange, automation of simulation, as well as improving performance and accuracy of co-simulation setups. Furthermore, the domains of interest so far have involved communication, control, markets and the environment in addition to physical energy systems. However, the current characteristics and state of co-simulation testbeds need to be re-evaluated for future research demands. These demands vary from new domains of interest, such as human and social behavior models, to new applications of co-simulation, such as holistic prognosis and system planning. This paper aims to formulate these research demands that can then be used as a road map and guideline for future development of co-simulation in cyber-physical energy systems.