I've seen a hack of Emerald whose only purpose was to make all 386 Pokémon available in the game (it was aptly called Emerald 386), and one of FireRed where all Pokémon are available (I think), people are far tougher and the starters are replaced with Smoochum, Magby and Elekid. In addition, a few Pokémon (like Spinda, Slugma and maybe Sunkern) had their stats raised, and the three aforementioned new starters evolve ten levels earlier. Pokémon also get several new moves they wouldn't normally have (like Psycho Boost on Jynx), and a few Pokémon have D/P sprites in battle.
I think that pretty much answers your questions.
Um, I don't know what that really has to do with it, actually. Grimdour might have to confirm this, but I assumed he was talking about regular, you know, ROMs, that you download when you don't have the game, not random hacked cartridges. Since people usually mean ROMs when they say ROMs. Which is why I specifically mentioned the group that makes the games and the group that puts up ROMs for people who don't have the money to buy the games to download. The latter of which gives them out for free along with thousands of other games that I doubt they have the time or incentive to randomly hack beforehand.
Yes, I've seen hacked cartridges. On eBay. Where their obvious purpose is to make money. I have to assume this is also the motivation behind ROM websites rather than out of the goodness of their hearts, and if they hack games, people could start to realize this and won't go there and view their ads anymore. They'll lose money, and they won't get anything else in return except maybe some laughs that they irritated a few people, which they probably didn't even do if they're hacking it to do something irrelevant like display more shiny Pokemon.
If you're getting your ROMs from some weird Pokemon site where the owners are just having fun hacking the game and want to show people their work, I guess that's different, but you'd have to specifically search one out that had increased the shiny rate and changed nothing else, and then I doubt they'd hide that fact, so Grimdour would be able to say it as fact instead of just as something he's pretty sure of for some reason, and most people are just looking for the normal ROM and in that case it's much easier to just go to an average ROM site where they quite likely don't have the time or incentive to randomly hack games before hand.
It's doubtful anyone would search out a ROM like that, anyway, since ROMs are usually played on the computer where you couldn't even trade your special Pokemon to a real game.
And I suppose you could get a hacked ROM if that was your thing, but that doesn't really change what I said, which is that your average ROM site has no reason to hack the games they give you. If Grimdour was talking about hacked ROMs, then that still doesn't mean a ROM site is likely to hack their games, it just make my post irrelevant. Like how saying "cat" starts with a c doesn't change just because it turns out they were talking about dogs all along.
(Also, sorry for writing a long and apparently irritable post)