Overall, these patterns support the hypothesis that molecular model shifts are indicative of evolutionary shifts in life-history θ(t).
I'm not necessarily suggesting you do this, since this paper already represents an impressive effort, but I wonder whether the use of phylogenetic path analysis (https://doi.org/10.7717%2Fpeerj.4718) might be informative here?
Within each inferred molecular model shift, you could test alternative causal models depicting the relationships between rates of molecular evolution and these natural history traits, as you might anticipate that many of these covary, themselves being causally related to one another. Inference of shifts in causal relationships among natural history traits in each clade that experienced shifts in rates of molecular evolution could then provide some intuition as to why!