Why do chemical reactions occur in a biochemical pathway?
Is it so that the amount of energy released can be controlled, so that not too much energy is released all at once?
Yeah complex biochemical pathways allow you to be very precise with various physiological levels etc. So the more complex it is, the more control the system has in some ways. It also makes everything even out as well, so you're getting endothermic reactions that are fuelled by exothermic reactions etc. (as you suggested).
In respiration, the reason that you get those steps is also what you suggested, the energy release would be too high. If you just catalysed the production of CO2 and water from glucose, you'd boil the cell. It's massively exothermic, so it needs to be taken in steps.