Actually, alpha symbolically denotes the lattice constant, or rather the cell vector length in C (perhaps with a factor 2). But plotting k=2pi/a or ka/pi is really the same, it's just a numerical scaling of the axis.
As for the plot symbols, one has to understand that the dots represent the eigenvalues for each k. In order to draw lines, you would have to know (meaning, guess) which eigenvalue at one k "corresponds" to the eigenvalues at another k, which is a highly non-trivial matter. That said, the points could be a little bit bigger, I agree. In future versions of ATK it will be much easier for the user to adjust the size, shape and color of plot symbols, we are in fact working on this right now.
You can however always export the data in the plot for plotting in another program by right-clicking it and choosing "Export data...". Or, for a slightly different export format, click the "Export>Save" button in the Result Viewer.
The best way to get a "better" picture of the complex band structure is to increase the number of energy sampling points.
Note: In principle the same situation applies to band structure plots, but there one is at least partly saved by the fact that the number of bands is constant for each k, so you just start with the lowest and connect the dots. Still, this will fail, sometimes, at band crossings, unless you have a high density of k-points.
