[tknarr]

The player window's less critical in groups and raids, the target and implied target windows track target information and your own health/power is available via the XP window. But it's also compact and not intrusive, so having it there doesn't really interfere with the rest of the UI. And since the game doesn't allow you to close that window without turning off the setting that keeps all critical main HUD windows visible, it's mostly just left there. There's a lot of things in custom UIs that're like that: not optimal, but useful enough and hard enough to optimize that it's not worth the cost of making them work exactly ideally.

The problem with your highlighting in the group and raid windows is that, while it's possible to track changes to your own target, there's no easy way to tell what group/raid slot your current target occupies (if it does, mobs obviously aren't in any slot). You'd have to have each slot in the group and raid windows tracking changes to your target and checking against their occupant's name, which would trigger a lot of scripting activity if you were quickly tabbing through targets. That'd probably cause the UI itself to lag processing all the scripts, which would be a killer in a raid. As a raid healer I also find that the other information in the target and implied target windows is crucial (things like mob casting bars and what the implied target is, things which wouldn't be displayed in your group/raid windows), and even for target the highlight would be harder to track in the raid window than it is in the target window. I'm mostly watching the raid window for colors of health bars and for detrimentals lighting up, having a target highlight in it would actually be more distracting than useful (the highlight would distract from health bar color changes and detrimental highlights, and it wouldn't provide the additional information so it wouldn't replace watching the target window).

Bags, that's a function of the game code. The UI engine doesn't allow for aligning windows automatically like that, and there's no easy way for scripts to determine the position of other windows and do alignment manually (it can be done, but it's cumbersome and has a lot of failure conditions that when they happen completely scramble your bag windows). With bags not open very often compared to the rest of gameplay, it's another one of those "not enough benefit to make it worth the effort and the problems when it doesn't work right" things.