Why does Totally bounded need Complete in order to imply Compact?

No, total boundedness of $\langle X,d\rangle$ implies that every sequence in $X$ has a Cauchy subsequence. Completeness of $\langle X,d\rangle$ implies that every Cauchy sequence in $X$ actually has a limit point in $X$ and therefore converges. The two together therefore imply that every sequence in $X$ has a convergent subsequence, i.e., that $X$ is sequentially compact. Finally, there is a theorem that a metric space is sequentially compact if and only if it’s compact, so total boundedness plus completeness imply compactness.

No, totally bounded does not imply the existence of convergent subsequences. For instance, the space $\mathbb Q \cap [0,1]$, with the usual metric, is totally bounded but is not compact (nor complete of course) as any sequence of rationals converging to an irrational number will show.

No, it "shouldn't", simply because it doesn't.

For example the set $\mathbb Q\cap[0,1]$ (with its usual metric inherited from $\mathbb R$) is totally bounded and you will surely find sequences in it which do not have convergent subsequences.