I think you should have uninstalled the old version and then install the updated package. Although Im not sure it really matters.
As far as all the TEMP files, as you mentioned, they are in the TEMP folder and can be quite large.
As far as I am aware, the advantage to leaving them there is that, as long as they are there you can open the control center and make changes. Add or remove things without issue.
If you delete the TEMP folders, & attempt to add a app or or make changes to the Nero Install, you will be prompted to re-run the installer.
I always delete the TEMP file after install myself. Re-running the installer to modify is no big deal IMO. You're not going to modify the instal that much anyway
Nero 9 doesn't have a filter check either, so this may have been a change for Windows 7 compatability, but thats just guessing.