Why are chromatophore in phaeyophycae chloroplasts integrated within the endoplasmic reticulum?
Before explaining it, you need to know 2 things.

Fact 1:  a cell of an Eukaryotic organism; such as a higher-plant, an animal, or a fungus, is actually not a single cell, but mixture of cells from different distant taxa.

taxon-1. The main, host cell (probably came from an archaebacteria (archaea) ), whose 'own' genetic material is in its nucleus.

taxon-2. mitochondria (probably derived from an eubacteria (only 'bacteria' of modern use) allied to proteobacteria)
(found normally in all eukaryote, except a few )

taxon-3. Plastid (whose most-important form is chloroplast) (probably derived from an eubacteria, allied to cyanobacteria , i.e. blue green algae) (Found in higher plants, and so-called 'algae' ).

It is now very well-established that mitochondria and plastids are 'cell'-s, with their own genetic machinery (including DNA, whose sequence match not-with host-nucleus, but match to bacteria!! However, some of DNA was probably got mixed with host-DNA, via DNA-transfer). They are partially autonomous because they can synthesize some proteins (metabolic-machines) from their own genes. And such an organelle can arise from pre-existing such-organelle, and can-Not appear de-novo from host cell.

Plausibly, many-many-million-years ago,  the precursor of eukaryote , certain organism allied to archaebacteria, 'ate' (phagocyzed) these eubacteria , and instead digesting them, they involved in a mutually beneficial symbiosis. Gradually they get converted into some 'organelles' through millions of years.

This concept is known as 'Endosymbiotic theory of origin of eukaryotes' .

 Image from Gerald Karp.

(Initially it was unknown,and it was thought that chloroplast and mitochondria evolved by gradual complication of the main cell.  when Harry Margulis gave this as hypothesis, it was rejected because it was unbelievable. Later-on it was established as true)

However, this-type of endosymbiosis is also called 'Primary endosymbiosis', where a purely-single cell engulf another purely-single cell.

Fact 2: The group 'algae', named in a very early-stage of science, was a horribly 'hotchpotch' group (extremely polyphyletic or artificial). This group is a set of organisms which can perform oxygenic photosynthesis. But some of them are similar to plants (green algae), some are highly similar to some protozoan ('primitive animals'), for say, some euglenoid and dinoflagellate algae. There are lots of such close-related protozoans that can't photosynthesize and don't contain any chloroplast. Whereas, Blue-green algae (cyanophytes) (with a highly similar photosynthetic mechanism), is a bacteria.

It was an enigma for the scientists. How  a few members from separate groups can contain plastid? Could they separately evolved the same structure? Is it possible to coincide so-much convergent evolution? or if the common-ancestor of all of them, contained the plastid, then why that structure disappeared in so-many members?

This enigma was quite drastically cleared up after discovery of this past endosymbiotic mechanism.

It was then found-out that, the finest classification (excluding the chloroplast), which was showing the different groups under algae are highly unrelated; is true. Actually members from far-distant taxonomic groups, 'ate' some unrelated photosynthetic primary-endosymbiotic associations, and formed another association. Thus they all got the very-similar photosynthetic apparatus; though the hosts were unrelated. This was something very new-to science.

these 'another-association's, i.e symbiosis between impure cells, is known as secondary endosymbiosis.

It is assumed that, the trace of these secondary endosymbioses; left some remains as the plastid-coves' structure.



Here is a classification of algae, taken from Robert Edward Lee, Phycology, 4th edition, in a simplified diagram. 4 basic types of photosynthetic structure is found in algae, according-which the classification has been done.

 .classification of algae, by Lee.
(Representation concept courtesy- a note shared to  me by a college- friend several-years ago).



Now, How these structures exactly developed?



Each cell contains so-many membranes, that , practically we have poor way to determine from which-of the membrane of which symbiont; certain ultimate membrane came. There are controversies. Such as according to Lee (already mentioned book) and diagram used by Hans Walter Heldt, Plant biochemistry, (3rd edition, Academic press- Elsevier), the outer membrane of chloroplast came from the cell-membrane of host-cell (phagocytic vesicle's boundary). like
 (redrawn from Heldt)

Whereas some other source tells that, the outer cover of chloroplast came from "outer membrane" of cyanobacteria , (Since it is  a gram-negative eubacteria, so carries 2 membrane). (Wikipedia tells "The two innermost lipid-bilayer membranes that surround all chloroplasts correspond to the outer and inner membranes of the ancestral cyanobacterium's gram negative cell wall, and not the phagosomal membrane from the host, which was probably lost." https://en.wikipedia.org/w/index.php?title=Chloroplast&amp;oldid=737014760#Primary_endosymbiosis).



However in my answer I've followed Lee (4th edn).



Answer:


step 1 : Origin of chloroplast, the primary endosymbiosis.


 Diagram from Lee. 

(already discussed).

This step's product found in group 2 algae. (Glaucophyta, Rhodophyta, Chlorophyta) Higher-plants probably evolved from Chlorophyta (green algae) and they also contains this-sort of chloroplast.




Step 2: 



Probable sequence of evolutionary events that led to a chloroplast being surrounded by a single membrane of chloroplast endoplasmic reticulum. Initially an isolated chloroplast was taken up by a phagocytotic protozoan into a food
vesicle, with the food vesicle membrane eventually evolving into the single membrane of chloroplast endoplasmic reticulum surrounding the chloroplast.
Diagram from Lee.

Products of this step found in Group-3 algae.




Step 3. Another event of secondary endosymbiosis.



The sequence of events that led to the evolution of algae with two membranes of   chloroplast endoplasmic reticulum.  

Products of this-step found in group-4.

Diagram from Lee. 



by the way, all these steps are assumptions by scientists.



There is another concept called tertiary endosymbiosis. When in certain step of  secondary endosymbiosis, a chloroplast (from certain-one cell out of 2) lost, it is called tertiary endosymbiosis.


  Reference: 
  
  
  Phycology/ Robert Edward Lee/ 4th edition/ Cambridge University Press.
  Plant Biochemistry/ 3rd Edition, English translation/ Hans Walter Heldt/ Academic Press - Elsevier. 
  Cell and molecular biology - concepts and experiments / 6 th Edition / Gerald Karp / Wiley.