I cannot speak to every island you’ve named, however I can speak to Norfolk Island along with the Ashmore and Cartier Islands.

Norfolk Island has a shared history with New South Wales from the time it was first settled, having also been a destination for penal transportation from the UK, although it was abandoned after the abolition of transportation and resettled by Pitcairn Islanders in the 1850s. From first settlement until 1844 it was administered as a territory of the Colony of New South Wales, by the governor of New South Wales, then it was transferred the Colony of Van Diemen’s Land (Tasmania) until 1856, when it was legally constituted as it’s own colony with it’s own governor, however the governorship of Norfolk Island was always jointly held with the governorship of the Colony of New South Wales, when the Colony of New South Wales was abolished with the establishment of Australia on 1/1/1901, the governorship of Norfolk Island remained vested with the Governor of New South Wales, who is the appointed representative of the Crown in NSW; so, Norfolk Island was a British territory whose governorship was held by the governor of a state in the Australian Commonwealth, the Norfolk Island Act of 1913 and the transfer of power the next year just rationalised the already existing state of affairs, by transferring authority directly to the Australian government

The Ashmore and Cartier Islands were important for the Royal Navy and Britain in general throughout the 19th century as a store of supplies and provisions and later as a source of guano. However by the turn of the century due to changes in naval technology and shipping it was no longer useful for the navy, and the Haber Bosch process had made guano obsolete as a source of nitrogen, so it was essentially abandoned. However, throughout the 1920s it became a base for poachers targeting the pearling industry in Western Australia which the government complained to London about on more than one occasion, as a British territory Australia could not police the waters or the territory, and the UK was unwilling to commit the money and resources necessary to secure the island, while Australia was, so sovereignty was transferred.

Interesting question! I didn't know the answer so I did some digging. Basically at the macro level it seems to be related to the changing shape of the British empire in the twentieth century, associated with Australia's increasing independence as a country.

Cocos Keeling was discovered by an East India Company ship in 1609. It wasn't really settled until the nineteenth century, when John Clunies-Ross and Alexander Hare, two British men, separately and rather concurrently decided they would settle the island as their own private getaway. This is a pretty wild story in and of itself, but the end result was the Clunies-Ross family basically became established as the ruling family of the island. The British claimed the Islands in 1857 and appointed the latest head of the Clunies-Ross family as superintendent. In 1886 the islands were granted by the British to the Clunies-Ross family in perpetuity, and in 1903 the islands were made part of the Straits Settlement (which is now mainly Malaysia). Fast forward a while to World War I, and the islands were the location of an early naval battle. A German ship had destroyed communications installations on the island, but a message got out and the HMAS Sydney engaged and disabled the ship.

In World War II an airstrip was built on the island for use by the RAF. This brings us to the reason Cocos Keeling was transferred to Australia. After World War II, the Australian Government wanted the airstrip to be maintained as an alternative stopping point for aircraft between Australia and the UK, mainly in emergencies. The UK Government also agreed that it would be a worthwhile base in wartime - but didn't feel like they could justify funding it in peacetime.

According to the Hansard, "The Australian Government, therefore, themselves undertook the responsibility for the development and maintenance of the airstrip, but they urged upon Her Majesty's Government that, in view of the large sums which they would need to spend, and also as a matter of convenience to themselves, it would be desirable to transfer the islands to their own administration. This proposal was also administratively convenient to the Government of Singapore which found it difficult to maintain an administrative officer in the islands, where there was very little for him to do, having regard to the very small number of the inhabitants. It was in these circumstances that the Labour Government decided to agree to the Australian Government's proposal to transfer to Australia the administration of the Cocos Islands." 1955 Hansard.

They agreed that whoever controlled the airstrip should control the islands. This happened in 1951, but the complicated legal arrangements meant it wasn't enacted until 1955.

Norfolk Island's position as an Australian territory is quite contentious. In 1856 Pitcairn Islanders who were descendants of the mutineers on the Bounty arrived at Norfolk Island to settle after Pitcairn Island became untenable for the community to remain on due to the growing population, illness, storms and other issues. Norfolk Island was suggested as an alternative the British Government gave them permission to move to the island. From this there arose from this an interpretation that the Pitcairners had been granted the right to the whole of the island as their property. Many descendants of these islanders still live on Norfolk Island today and this interpretation persists.

In 1975 there was a Royal Commission into the relationship between Australia and Norfolk Island which has a useful discussion of the settlement of Norfolk Island and its history 1975 report.

Your 1914 date is actually a bit off. What happened in 1914 was the transfer of Norfolk Island from being a dependency of the Australian state of New South Wales to becoming a territory under the authority of the Commonwealth of Australia (p 48/49, 1975). Norfolk Island was already under 'Australian' control and had been since 1896.

It was the UK Government which requested that the Colony of New South Wales take on more direct responsibility for Norfolk Island in 1895. The reasons for this seem multiple. An 1896 newspaper report states that the Secretary for the Colonies said it was because "justice in the island was partial, and crime went unpunished" Source. Since arriving in 1856 the Norfolk Islanders had effectively been running their own affairs, and there seems to be a sense that they needed an external party to intervene and provide a more independent governance system. Norfolk island had been a convict penal settlement until 1856, and was being governed out of New South Wales when the penal settlement closed, so it appears it seemed logical to return to this model rather than the island coming directly under British control. In the 1890s New Zealand protested and suggested they would be a better option to govern the colony, but the UK government did not take this approach (p 45, 1975). A 1922 newspaper report also notes that the 1895 change was made "to ensure even handed justice", but also that in 1896 NSW accepted "responsibility for the cost of administration of Norfolk Island" [Source] (https://trove.nla.gov.au/newspaper/article/189807075?searchTerm=%22Norfolk%20Island%22%201895). I imagine the UK government was happy to transfer governance for this reason as well. The Norfolk Islanders were not fans - when the proclamation was made on the island in 1896 they tore it down [Source] (https://trove.nla.gov.au/newspaper/article/135772092?searchTerm=%22Norfolk%20Island%22). Incidentally an airstrip was also built on Norfolk Island in World War II.

Ashmore and Cartier islands are relatively straightforward. They were primarily uninhabited, but were used as a base by pearl poachers. Near the state of Western Australia, they weren't under its control but were too far for Britain to control. Australia requested transfer of paper and Britain agreed [Source] (https://trove.nla.gov.au/newspaper/article/223207423). Uninhabited and relatively resource-poor [as per this newspaper report] (https://trove.nla.gov.au/newspaper/article/1146160?searchTerm=Ashmore%20cartier), there seemed to be little economic impetus for Britain to keep them. The idea of an airstrip also comes up again - with Ashmore as an alternative route suggested to avoid mountains in Timor, though this never seems to have eventuated [Source] (https://trove.nla.gov.au/newspaper/article/32775654?searchTerm=Ashmore%20cartier).

For the Australian Antarctic Territory, this formally came under the control of Australia with the passing of the implementation of a British Order in Council and Australian legislation on 1933 however, the process was actually initiated in 1926 Source. In that year Britain held an Imperial Conference and appointed a committee to report on British policy in the Antarctic. The Committee gave " consideration to the best method of furthering British interest in the Antarctic in the hope that ultimately it may be found possible to assert and to maintain British control over the Antarctic region." [Source] (https://www.naa.gov.au/learn/learning-resources/learning-resource-themes/australia-and-world/antarctica/committee-british-policy-antarctic-report-imperial-conference). A variety of countries were staking claims in the Antarctic and Britain was trying to establish theirs. The report decided that a claim of territory under international law needed something more than just visiting once decades ago (which was the case with Britain's claims to some areas), and needed more frequent contact and ability to control an area. Britain and Australia had undertaken a number of joint expeditions to Antarctica already, so Australia was already considered something of a partner in its management. Britain decided that parts of Antarctica which were closest to Australia's coast should be placed under the control of Australia if the Government was willing. So in this way transfering territory to Australia was protecting British colonial interests.

For Heard and MacDonald island there was an Australian Antarctic Research expedition to the site in 1947 which trigger the transfer of control, made office in 1950. Since its discovery in the nineteenth century it had been relatively unsettle, though there was a sealing colony that closed once the resource was exhausted. The Minister for the Navy in 1947 stated that Australia was determined to develop and establish its claim in the Antarctic [1947 report] (https://trove.nla.gov.au/newspaper/article/203229985?searchTerm=%22heard%20island%22%20claim) Part of the reason was also scientific - including to "test a theory that the earth is slowly getting warmer" [1947 report] (https://trove.nla.gov.au/newspaper/article/79810883?searchTerm=%22heard%20island%22%20claim).

I haven't got to Christmas Island yet but I'm sure it has an equally interesting history - but I won't have time to do that for a bit so I wanted to share what I'd found so far. As you can see, each island had a specific reason for transfer from Britain to Australia, but the general trends was an increasing sense of nationhood from Australia, and a change in focus from Britain in the way it managed its colonies.