I think just the opposite- the setting (space) matters and isn't really explored as a setting in the SJ set. Horror is very much a traditional D&D element and trope. Heck, early D&D was basically survival horror. That said:
Really early DnD, maybe. But so much of DnD is classical fantasy. I've never felt horror in a DnD game unless the DM is really pushing it hard. That sort of dread and feeling I get from horror just doesn't apply easily.
Here are some things that make D&D in space different from traditional D&D.
Here are some ideas for making space-based settings and sites, how to set them apart, and some examples of them- asteroids, comets, planets, water worlds, ice worlds, planetary systems, etc. (Which, to be fair, the adventure sticks about one digit into, but it's such a shallow dip into it that I don't think it does the job very well at all.)
I mean... Water worlds and Ice Worlds are really easy to set apart, and are both planets. I'm not trying to be glib, it is just that these things are the same to me as saying we need something in the DMG to tell people how to set jungles apart from deserts. Do we really need that?
Now, alternatively, I have stated that a tool to help create these sites would be very useful. But since we know, for a fact, that these sites exist in the setting... is the lack of the tool actually changing anything about the setting? Sure, the tool would make it easier, but it wouldn't actually add anything to the setting that doesn't already exist within it.
Here are some ideas for how space might affect cultures, monsters, etc. (Which the bestiary also sticks the tip of a finger in, but that's about it.) Here is how space elves differ from ground elves because space.
We have some of this, not just from the Bestiary. The Astral Elves are explored quite a lot. And they are different from high elves and wood elves. But also, well, are dwarves really different in space? You also have to remember that if there is a planet with dwarves on it... those are ground dwarves. By definition. Even if they live on an ice world and are completely different culturally than dwarves in every other setting, they would be "ground dwarves"
So you are really talking about dwarves in wild space, or dwarves who are in the Astral Sea... which is partially covered by the Wildspacer and the Astral Drifter. They aren't proscriptive, there is variation expected. And we also have covered how the culture of the Rock of Bral is.
Because, sure, the culture of a dwarven community living on a comet is likely different than that found on Toril. But even in Toril, culture differs far more by the city, and so they can't really give us broad overarching things here. Sure, they could describe how people living on comets might be, and how that is different than people living on desert planets... but those would have to be very vague statements, and likely things the person creating the planet is already thinking about.
The places you live and the things you do are the culture, and if you are a wildspacer traveling the vast reaches of emptiness, that is likely the culture you are ascribing to more than anything else. Unless you come from a specific culture, which would require a specific location.
Would some example cultures be useful? Sure, but no more useful here than they would be in the DMG.
Here are some cool space hazards, such as ion storm, phlogistonic clouds, etc, and ideas for creating your own.
Another great tool. But, those things definitely exist in the setting (well, maybe not phlogistonic clouds) so all the tool is doing is making them easier to create.
Would it improve the quality of the product? Sure. But it doesn't change the setting. Just like the rules for Patrons in Last War and Tasha's didn't change the setting of Toril, they just made it easier to run a game where the party has a patron.
Here's how spaceship combat works differently than waterborne ship combat, especially accounting for the fact that it is in three dimensions.
Great mechanical thing that I wish was better. But even with the poor rules, I know spaceship combat happens in Spelljammer. The setting isn't changing by including different space combat rules.
Here are at least a cursory look at enough star systems/crystal spheres that you can see how much variety they might hold, at least enough to provoke ideas.
I'm not sure I follow. They hold as much variety as we want. Sure, maybe a few explicitly laid out systems would be nice, but we have a few anyways. Clownspace, the Doom Space, The Crystal sphere Xaryxis is in, plus we can imagine a basic set up pretty easily. Ideas should be provoked.
That's just off the top of my head. Again, if you find SJ5e satisfying, awesome! I find it to be disappointing but better than nothing. I think if there was much chance of seeing more material expanding it, it could improve markedly, but since I don't buy much 3rd party stuff these days, I'll probably miss it, and would prefer my settings to have more, well, setting, in them.
But all the things you want to expand it aren't setting. They are tools. A generator for making old battlefields would be great for Eberron, but I don't need that generator to know there are old battlefields in Eberron. A section on how desert people are different from jungle people would be good for the game as a whole, but we haven't needed it yet to run campaigns in jungles or in deserts.
Nothing you have listed here improves the setting, it just makes it easier to generate content for the setting. And I find that to be a fundamental difference. We could certainly improve the product by including tools, but the setting doesn't need the tools, because we know what we want the tools to do. Which means we know what is in the setting.