2 different things here.
According to what Egan said in the show, they came up with the idea for GERWALK when they went skiing and they thought it would be a cool thing to have.
The whole part about the toy was how they realized from the concept. IIRC from the MMD book, they had already came up with the idea of GERWALK. Kawamori just couldn't figure how to make it work, which is where the toy came in.
Now on to other points:
Not everyone has seen M0, compared to SDFM and M+, or even MII.
Considering how much would have to be covered....I think we can save toys for next time (And between commercials, music and chatting, you can only do so much). You can only cover so much in 1 hour. It's not like the Macross panels.
Music has yet to play as strong a role as we have yet to come to episode 5. You can send them e-mail or post your comments on their site:
http://www.unwoundshow.com/