Do miners add them to improve their take-home fees?
Discussion
Yes.
Yeah exactly, its all about the financial gain really. Those blue transactions are likely paying a premium, and are occurring out of the mempool.
To see a block that full of transactions that were never seen on the mempool is a bit disconcerting to me, as it means fee prediction can't be accurate, and the large miners are getting a further advantage over small miners because people go straight to them with these special transactions.
Its one of the reasons to remove the OP_RETURN limit... but I don't know where I stand on it yet. still need to research a bit more.