The fact that Megatron can still transform into his vehicle mode with the fusion cannon? I could have sworn that he cut off that arm. Also, his vehicle is the same color as before.
The animators were probably only paid enough to make the rig with the No-name Prime arm in robot mode. They don't do no favours unless money is involved.
and Optimus is able to transform into vehicle mode with a giant sword on his back, that completely vanishes in alt mode.
Doesn't Prime have subspace? I mean they already have size changing with Arcee. http://tfwiki.net/w2/images2/6/6c/DarknessRising3-Arceesizechange.jpg
Its Transformers logic... Started back with G1, like when a giant robot that turns into a small gun that battles a transforming semi truck with a trailer that pulls a Houdini when he transforms into robot mode.
With Prime and the Sword, I'd just say when he repaired it with the Forge, he gave it the ability to retract its blade when he transformed or something. THE FORGE SOLVED OUR PROBLEMS. Anyway, as for Megs, probably the animators couldn't really be bothered altering the jet mode. To be fair, he spends most of his time in robot mode anyway, and we don't get lovely close-ups of the jet that often, so it doesn't really matter.