1. They are trying to be jerks by gloating, that they are researching this new and awesome tech, of which you should be totally impressed. However, it rarely is impressive at all.
Basically, the popups are an attempt to make the AI races seem more "alive".
2. You can easily have several hundred colonies on larger maps. Micro-managing all of them by yourself can be quite a task. Planetary governors can reduce the amount of micro-management needed by building the planetary improvements for you. It's especially useful, if you have a certain set of improvements you always build (either in general, or on specific planets).
However, I've never used the planetary governors myself, because I prefer to handle my colonies myself (even in an empire with 400+ colonies), so I can't say how well they work. However, they are certainly nice to have, and I might give them a try eventually.
3. Each race only has one research and one economy treaty. So, if you give your research treaty to the Drengin, you won't be able to give another one to the Altarians.
