Basically because of their crew structure.
Blackbeard - Created a massive military fleet under him that can attack multiple islands with multiple captains below him. Kinda like the anti marines, as such he took a naval title as his moniker.
Kaido - A Governor General is a viceroy, which is a leader of a foreign nation that has been conquered. Even more than that they are the commander in chiefs of the military there. This fits with Kaidos army structure of his crew where heβs the commander, he has his generals below him as the calamities, lieutenant generals in the Tobi Roppo, captains in the headliners, and foot soldiers below that. Itβs a meritocratic military.
Shanks - His crew is different, we donβt know much of their crew but they donβt seem like the other emperor crews. Judging by Shanks introduction, itβs safe to assume this crew is run like a tribe with shanks as the protector. We saw that they have fun together and arenβt afraid to joke with shanks, but hurt a member of shanksβ tribe and you have hell to pay.
Big Mom - She is the Queen of a large country, however since the World Government probably doesnβt want to recognize its legitimacy, calling Big Mom Captain of the Pirates rather than Queen of a sovereign nation works.