#1:
IAS or VS is always set to the current aircraft speed/rate when engaged. Anything else would cause a HUGE jerk up or down upon engagement in order to achieve the speed/rate you selected. It could also lead to a descent when you wanted a climb. You will not find another AP that allows pre-section of IAS before engagement. IAS captures where you are. So set up the airspeed of the plane where you want before you engage.
Your alt bug is not changed when you take off. You can pre-set this.
When you engage the AP it keeps doing what the plane is doing. Set the altitude before take off. Take off, get to the IAS or VS you want for the climb, activate the AP (which you can do by just pressing and holding the disconnect switch) and it will climb until the altitude you selected. This is exactly what you want since there will be no surprises when you turn the AP on. The last thing you want in IMC is to have the airspeed set too high for your power so that when you engage the AP just forces the nose over.
The simplified AP does not allow pre-selection of airspeed or heading. It always syncs to the current altitude and heading when you engage it.
#2:
Again, this is the way IFR autopilots work. This allows you to pre-select an altitude while in flight before the plane goes to that altitude, just like you wanted to pre-select an altitude when on the ground. This way you can be level at 9,000, pre-select a descent to 2,000, and not have the plane start the descent until you ask. Plus, what vertical speed or IAS would it use to go to the new altitude? The simple rule is that the advanced AP will not climb or descend until you tell it how to. IAS or VS, and a target speed/rate. The altitude bug is actually just the altitude it stops doing something at. It does take one more button press, but it gives you the flexibility you need when in a real IFR environment.
#3:
No AP in the world allows you to intercept a glideslope from above. An AP will not "dive" onto a glideslope, just like you are not supposed to dive onto a glideslope when hand flying. You choose a safe terminal altitude, and fly that until you intercept the glideslope. That's just the way IFR procedures work.
Additionally, the AP has no idea at all how far above the glideslope you are since it doesn't know how far away you are. For all it knows it would need to dive at 10,000 FPM to hit the GS.
If you set up a vertical speed or IAS that causes you to descend onto the GS, it will capture that way, but choosing the VS or IAS with which to descend is up to the pilot, not the AP.