Regarding Troi's comment, this is just her subjective perspective. Maybe there isn't a lot in her psychological database about Trill as compared with other species, nor information to suit her particular areas of interest. She would decide this means "we know so little about them," even though we may know all there is to know about their computer systems, economy, system of government, etc.
Also as Christopher points out, the Federation is large and diverse. If I see someone here on Earth wearing cultural garb which is foreign to me, I'll certainly notice the funny hat or whatever, but I'll have no idea the significance even though they are a part of my planetary civilization. We know so little about them.
Let us not forget also that Troi is, on occasion, an imbecile. She may not have read the mission profile in detail (after all, this mission does not intersect much with her area of duty), or it may not have contained a section on esoteric Trill biology. She may be speaking specifically of herself and the senior staff ("we" does not necessarily mean the Federation). One could even read Picard's response to Troi as dismissive or appeasing ("Yes. Quite." I mean, what the hell? When does he ever say that?). Internally he may realize she is ignorant but not want to embarrass her by calling it out.
A primer file for a diplomatic mission where the Fed's ambassador just *happens* to be a particular race isn't going to need to include detailed information about *his* planet/culture/race of origin aside from what might be relevant to the crew supporting him through the mission, e.g. "Breathes Class M" or "Trill Blood Type G" or "Vegetarian Diet." He keeps his Joined status closeted, so it's not like the pamphlet is going to say "check closely for worms."
The transporter thing can be explained away as Odan being secretive or having a particular medical sensitivity (call it a beaming allergy). Odan suppressing his hosts' consciousnesses can be explained pretty handily as well...
1. The first host, we can reasonably accept is probably expressing a joined personality despite the fact Odan "simplifies" the explanation about who and what "Odan" is.
2. As for Riker, who clearly was suppressed, I'm thinking one of the following.
a) Human biological incompatibility to a blended joining
b) Riker's consciousness may be in some type of shock
c) Odan deliberately suppressed the joining of personalities in order to prevent becoming permanently dependent neurologically on a host that would likely die soon from the physiological stress
3. The third host, Kareel, we barely get to meet her and don't learn anything about her personality because of the ridiculously short time in which Crusher decides to shut her down due to an apparent distaste for lesbian relationships and an intolerance for variance in gender expression in her lovers. There's no telling what Kareel would have been like had we (or Crusher) had the chance to get to know her.
In fact, taking all this into consideration, with what Odan put the Enterprise crew through, coupled with what we later learn about Trills, "The Host" becomes a tragedy... because it was all completely unnecessary.
