> Wonder if somebody can explain what are these packages and why they are used for
The short answer is that you don't need to worry about them. Because many products at SAS use optimization as part of their computations, the optimization routines are not distributed in one monolithic chunk. Instead, the functionality is "packaged" into smaller chunks so that SAS/STAT, SAS/IML, data mining, and other products can consume only the pieces that they need. You can think of these "packages" as self-contained units that address certain types of optimization problems.
I don't know the complete details, but, for example, OR OPT might contain the bulk of linear and nonlinear optimization routines. LSO means "local search optimization," which is nowadays known as "black-box optimization." The others are associated with other sub-areas of optimization.