Why do some states operate without grand juries while others use grand juries?

The right to a grand jury was not incorporated into the Fourteenth Amendment and applied to state criminal prosecutions, so it is left up to the states to decide whether or not to use grand juries.

Some states have petitioned the Supreme Court for exemptions from mandatory grand juries due to the costs involved.

Some states have successfully challenged the constitutional right to a grand jury and overturned it$.$

If the state uses common law, then it will require grand juries; however, those not using common law will not use grand juries.