I have an old transaction going on 2500 confirmations, why is it necessary to keep confirming a transaction?

Confirmations are just the number of blocks that have been added to the blockchain since the one that included your own transaction. They will add up into infinity, roughly one every ten minutes. There is no additional cost for more confirmations.

Also if bitcoin takes off and there are more and more transactions but the network power doesn't grow equally won't transactions really slow down?

No. There is a balancing algorithim at work here. The 'difficulty' of the proof-of-work system adjusts itself to fit the total network power once every two weeks or so, and aims to create blocks as close to every ten minutes as is possible.