Was there ever a setting book for CT that detailed the Imperium or was it slowly revealed in dribs and drabs in differant books?
Any info on why they decided they needed a setting would be interesting.
That depends upon how you look at it. The overview of the imperium is in Library Data (S8 & S11) along with a lot of OTU specific answers to many questions. Those two are the "OTU in a Nutshell".... They really provide the bulk of the OTU information.
Bk 1-4 don't explicitly go OTU. Bk5-8 are explicitly including OTU material.
S1:1001 Ch, S2: AnEnc, S6:76Pat, and S13:Vets are not OTU specific
S3:SpMar & S10:SolRim are exclusively OTU material - sector books
S4:COTI, S7:T&G, and S12:F&C are OTU included, but provide lots of useful stuff for Non-OTU games, too.
S5:LCC and S9:FS are OTU only ship books; one details a class out, and the other provides sketches of the varius ships
A1 & A4 are pretty vaguely OTU from before the OTU was really firm in the game. A5:TCS isn't really an adventure, is technically OTU, but has issues. The rest are OTU specific, and all but A12:SotI are useful outside the OTU as well.
DA1-DA7 are OTU specific, but like most adventures, can easily be used outside the OTU.
AM1-8 are OTU specific.
JTAS 1-24 includes a lot of OTU stuff.