I want to turn on iCloud Photo Library on my older iPad but...scary options....

That message indicates that you have photos on that device that were placed onto it by syncing them from a computer via iTunes. You would have received the same message on the other 2 devices if you had iTunes synced photos on them when you turned on iCloud Photo Library on those devices.

When syncing photos from a computer to an iOS device via iTunes it is advisable to retain the originals on the computer. If you did that, you may want to chose the "Remove Photos" option on the iPad. If you then want the photos to be on the iPad you can manually upload them from the computer to the Photos app at iCloud.com via an internet browser. Once they are uploaded from the computer to iCloud.com they will then automatically sync to all of the devices where you have iCloud Photo Library turned on.

If you previously deleted the photos from the computer and your only copy is on the iPad, choose the Cancel option and then use a 3rd party app to recover the photos from the iPad to a computer. One 3rd party app that can do that is How to Transfer Photos from iPhone to Computer or Laptop | TouchCopy

Once you have recovered the photos to a computer you can then proceed as indicated in the second paragraph above.