Website Insight is an infant and is growing quickly a lot of things have not been added that were in the original mockup. So let me address your examples.
Have the missing ALT text information in red.
There is no alt text to turn red.
However we could include the image name in red.
You tell me about backlinks from Alexa; It would be great to be able to click a link that lists them so we can verify whether they are good or bad backlinks.
I will add this to our list. Until then you can always find that information here http://www.alexa.com/siteinfo
You tell me I should have a robot.txt file and then link me to an information page. Why not create a link that will generate a generic robot.txt file that can be uploaded? You could even have it show a list that allows you to checkoff what you don't want crawled and puts that in the .txt file.
This is not something that WI will do. This is something that we are planning to add to Sitemapper as it is more inline with that program.
Let me click on a link in the Insight Breakdown and have that open the local source at that link so I can modify anything on the spot. I guess this leads me to my final sentence...
Make this a tool that can link to our FTP and/or Editor so we can make changes directly from the Insight tool. Integrated and interactive for the win!
This one I do not think will ever happen...
Website Insight is a powerful tool for SEO. We want to keep it just that. Why would you want built in FTP and an HTML Editor? That is just more clutter then is needed. The program is growing everyday.
Just wait until you see the next release...
You are going to love it.