Because it may technically be illegal, depending on the license restrictions of the maps that you use. For example, some repositories may use a license that makes it illegal to download their maps in bulk (which is a feature that Maemo Mapper can provide).

Yes.

If you're talking about the "Download..." button that gives you access to more detailed (and possibly restricted) repositories, then go to the menu, then select the "Maps" submenu, then select the "Manage Repositories" menu item. The "Manage Repositories" dialog will pop up, and at the bottom of that dialog is a button labeled "Download..." When you click it (assuming you are connected to the internet), Maemo Mapper will download a set of repository definitions and add them to your list of repositories. You can then select those different repositories from the "Maps" menu.

Seriously, take a look at the Help file (accessible from the main menu). It's relatively complete, and it explains many of these concepts in detail.