ad 1) I fully agree and a I also think that Prime 9 should be able to save a file in older formats like other software can do - of course new feature would/should be disabled in doing so. This especially because the development steps of Prime are so tiny that its not justified to change the worksheet format with every version. Its further quite annoying that every format uses the same extension so you can't quickly see which version would be needed to open it.
ad2) as far as I am aware you actually are given the option to use a locally installed help (HTML, too) at installation time. Unfortunately you are not given a quick option to switch between online and local help later from within the program itself. Language setting is also implemented very silly as you had to use a shortcut where you apply a commandline switch. So you still get the initially installed version when you just double click a mcdx file (unless you dare to fiddle around with regedit). It could be so easy, but ...
ad3) I am not sure what you are taking about when you mention "animations"!? Prime 9 still has not the ability to create animations like older Mathcad version could do. As far as I remember its a feature planned for future versions.
Or are you talking about the third party Chart Component - very slow, very uncomfortable, unit-less, not scaling according to window scaling,... The third party tool itself seems to be quite capable as @RichardJ once pointed out, its "just" badly integrated by PTC
