1.Indeed we are, LOL.
2.Again, this is due to poor transmission method choice... It sounds like the current method buffers a few seconds in advance or something.
4.I'm not sure where you're getting this...

I know for a fact that if you want a cheap digital/trunking radio, all you need is a connection to the discriminator output and a few MIPS worth of processing power. A few mA if you're smart with it. That's easy on any kind of battery, even crank or solar sources. And correct, you can't have crystal digitals, but I'm not quite sure when you would ever use a crystal radio in a practical application...
5.With digital, you probably could... Digital multiplexing techniques are incredibly advanced and way over my head for now, there are ways that you can have many, many unlicensed band (315mhz, 433mhz, etc) devices running on the same frequency in the same area with no interference, let alone different frequency devices. With efficient use of digital bandwidth, you could probably have multiple channels on every frequency.
6.If shortwave is so unstable, wouldn't it be nice to be able to download lots of relevant information in the few seconds you might have reception and then be able to listen to/read it over time? In 2009, above 70% of the world population had cell phones, so I don't think digital radio is too expensive for many people... As cell phones have demonstrated, digital communications are actually very practical for basically everyone. Just because manufacturers keep the prices of digital receivers high doesn't mean they have to stay high. Everyone has to come in to the modern era at some point, even if it happens slowly. It won't be long before the super poor countries get the trickle-down of our current tech and analog devices start becoming fewer and fewer in number, except for hobbyist/enthusiast purposes.