well.. from the evolutionary point of view the eukaryotes acquired these metabolisms (except glycolysis) from their prokaryotic endosymbionts. Not all prokaryotes have the ETC. The free living ancestor of mitohondria is supposed to be the alpha-proteobacterium.
Now, glycolysis is a common pathway in lot of lifeforms perhaps because of abundance of glucose. TCA cycle is coupled with ETC at certain steps which makes it essentially a part of aerobic metabolism.
The reason for having a dedicated organelle for respiration
ATP synthesis is a membrane process. Imagine a large prokaryotic cell- as big as an animal cell. Such a cell cannot take care of its energetic demands which primarily consists of protein synthesis with the given area of membrane i.e it needs much more ATP-synthases than it can have to cope up with the energy demands of maintaining such a huge cell (this index is approximated based on surface to volume ratio). Therefore it is wise to harbor multiple efficient organelles i.e. mitochondria which themselves have just a small essential genome and proteome to maintain.
For better understanding please read this article by Nick Lane. I just loved it.
There is also a book by the same author about mitochondria called Power, Sex, Suicide.