Why do bacteria need messenger RNA?
Ribosomes don't read DNA. 
Transcription adds several layers of regulation tactics: you can control transcription itself, you can control mRNA. 
mRNA amplifies genetic information that you need at the moment. Having many copies of a matrix really helps. 
Some prokaryotes have splicing. It's not a good idea to splice your DNA. 


EDIT per your request of some elaboration.


  Why did they evolve to read RNA in the first place as they are primal
  to all other organisms, why did they develop this


The "RNA world" hypothesis (which is the most realistic early life model, considering the ever-growing body of evidence) postulates that RNA had been the main thing long before DNA was introduced into cells. The ribosome (being an RNA enzyme that doesn't require any proteins to bind amino acids together), along with many other RNA enzymes and regulators, is believed to be a relic of that world. Wiki has a good page with all the references you might want to read.  


  Also, the regulation tactics, isn't DNA free floating and so are all
  the replication enzymes like Helicase, primase and RNA primer etc. So
  how do they regulate the action of these enzymes as they are just free
  floating?


First of all, it's a common misconception that prokaryotic cells are mere bags stuffed with enzymes and whatever. Prokaryotes posses highly complicated compartmentalisation systems (some even possess nucleus-like compartments). Second of all, DNA is not "free floating": it's located at a specific site with a special molecular environment. If you want details, ask a separate question, or better a series of questions with narrow scope, because bacterial regulation is too diverse, bizarre and sophisticated to cover here (we had a 3 years-long course on this matter when I was a student). 


  Could you explain a bit of how the extra copy helps as is it not just
  more data to deal with?


When you have many copies of a matrix, many ribosomes can synthesise a protein at once. This comes in handy when you need to make tons of something as fast as possible. Remember, ribosomes are quite ubiquitous in all active cells for this very reason: to facilitate fast protein synthesis (at least as far as copiotrophic organisms are concerned).


  What exactly do you mean by splicing?


I mean splicing: a group of processes by which introns are excised from primary transcription products.