Why did composers such as Bach, Chopin and Rachmaninoff write preludes in all 24 major and minor keys? The key obviously did not matter because they were eventually going to write 24 preludes in all the major and minor keys but other factors such as dynamic, tempo and pedal indications would have been used predominantly to express the composer's intent.
....? Just because they used all 24 keys doesn't mean they didn't associate those keys with a mood. In fact, if anything, the character of the individual pieces in those keys would be more damning evidence contrary to your view than to mine.
During the Baroque period, composers such as Bach and Handel could have written sparse dynamic, tempo and pedal indications because it could have been common practice during that period to interpret music more freely.
Not exactly; tempo marks were sparse at best, typically absent, even for pieces like sarabandes (which are traditionally slow dances) or pieces wherein the tempo is extremely ambiguous (ie a Fantasy). Dynamic and pedal indications as we know them on the modern piano are not applicable to Baroque music, as neither of those things were possible on period instruments of the time. You did have different pedals/stops on a harpsichord, but none of them sustained. The only instrument with any dynamic variation was the clavichord, which, as the joke goes, can play from about mp-ppp.
If that was the case, performance indications could have been included to aid the performer rather than restrict their performances to exactly what the composer had written.
Once again, incorrect, assuming you're referring to the Baroque era. The whole "fidelity to the score" movement didn't actually come about until about mid-classical to early romantic, give or take a couple decades. In fact, in the Baroque era, it was not common but mandatory to be able to improvise in a contrapuntal manner (Bach himself required that his students be fluent improvisers).
Contemporary performers attempt to adhere completely to the score which is good because they are respecting the composer's intentions.
First, you'll have to specify both which artists and which composers you're talking about; certainly not with some, who will often write their own cadenzas to concerti (a common practice until Beethoven stamped it out), both classical and romantic/late romantic.
However, pianists born over 100 years ago such as Rachmaninoff, Horowitz, Cortot and Moiseiwitsch used rubato and rolled chords (based on their recordings) which should not have been rolled even though they could have been played without having to be rolled. The use of these performance features may have been contrary to the composer's intent but it could have been common practice during the Romantic period to play the piano freely.
Broad generalizations aside, you're missing the entire reason they did things like this (especially someone like Cortot); they made an artistic statement.
I promise you, if you spend your entire artistic career worrying about what the original artist wanted to say, and not what you want to say, you'll end up producing unoriginal art.
In conclusion, everyone's interpretation is subjective which means there cannot be a definitive interpretation.
...which is completely beside the point.