1. Ships (most) should always pick the shortest path 2. They have the effect of making the emperor feel better :) (in theory) They also attract traders, so there is actually a positive side already 3. Yes, when a high level imperial employee dies, they get a "Ghost Ship"
Ah good question, you will be the first I tell :) Wardens spawn only for empires which have controlled the galaxy, and even for the it's only a 10% chance once they die.