The (very) short answer lies in how they developed. Many began as small settlements that grew into (what eventually became) colonies, and they often were founded for different reasons, by different groups of people, and under different charters. What is notable is that they exercised a degree of self-governance, in addition to being British colonies

Here's an example: Georgia was founded by a charter from the king, in the 1730s, largely as a buffer between South Carolina and Florida, which was under Spanish control at the time (easy read: http://www.loc.gov/teachers/classroommaterials/presentationsandactivities/presentations/timeline/colonial/georgia/)