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 he’s 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. It’s a meritocratic military.
Shanks - His crew is different, we don’t know much of their crew but they don’t seem like the other emperor crews. Judging by Shanks introduction, it’s safe to assume this crew is run like a tribe with shanks as the protector. We saw that they have fun together and aren’t afraid to joke with shanks, but hurt a member of shanks’ tribe and you have hell to pay.
Big Mom - She is the Queen of a large country, however since the World Government probably doesn’t want to recognize its legitimacy, calling Big Mom Captain of the Pirates rather than Queen of a sovereign nation works.