It's something for the eye to focus on and the mind to be aware of, something to think about, remember, and compare to previous memories, to examine for changes. Imagine how distracting the shell would be if every command finished with a bell and 'Command completed!', or if there were a menu bar listing every possible command (or even just a subset), or if your room was wallpapered in lorem ipsum. Unless the volume actually changes, or you specifically want to mess with it, it being there at all is an issue.
Not sure I follow — are you suggesting it's distracting at a subconscious level?
I find it a stretch to say any of the examples you mention are analogous to small static monotone icons in the corner of a screen; they no more distract me than the 'Eject' key on the keyboard does.
