The threadless headset is both cheaper and easier to manufacture.

Cut the tube, slap on little rings to space it, and clamp on a stem and cap (after praying that the wing nut is correctly installed). Compare that to a threaded steerer, where those fine threads need to be located just exactly right to accept a headset nut but stay out of the bearings, a nut on the headset to thread on to it, and then the threads and machining of the stem.

Then again, you can't put strong threads on a carbon steer tube, now can you?