(Asked once already, but for some reason was not visible.)
That is sort of a blanket question. I'm wondering:
1) why only some, and not all or none?
2) what (in their physical structure) causes them to have polarity?
3) why do we make ones that have polarity? Is there something prohibitive, like cost, or safety, making it so in the production? (okay, not safety, as may attest anyone who has seen a reversed capacitor explode.)