Keeping it universal, there could be several reasons why some lines have express trains and others don't - even within the same system like in Boston.
(1) Length of corridor (2) Peak traffic from the outermost stations and (3) Is that entire corridor built for express trains?
Then you must realize that the above operation considerations were made when that corridor was last rebuilt (potentially decades ago) or originally built (potentially a century ago). It's possible a specific corridor was lengthen recently, construction or reconstruction only performed on new sections. Changes usually have to be made on old sections to implement express trains - if not - no express trains. If there aren't significant traffic from the outermost stations, there's not enough traffic to support the expense of express trains. You can't run express trains if there's just one itty bitty section of that corridor that does not support them.