I think some birds don't because they don't know how too (parrots often learn from seeing other parrots doing something), or they don't like the presentation of the water, and some, like my Salty, are species from an arid native range. Salty is a yellow shoulder Amazon and his species is from a very narrow section of Venezuela's coast line and 1 small island that are mostly desert scrub, lots of cactus'. He bathes on his own, in his water dish, maybe once every 2-3 weeks, so I try to give him a spray bottle bath anticipating that. If he is ready, he opens up, like a true Amazon, but if he is not ready, he just kinda sits there and just hunkers down and takes it.
Parrots take baths in many ways in the wild, besides in small pools of standing water, including rolling around in wet leaves. Same as like getting a parrot to eat new foods, its all in the presentation.
To divert this a bit, we had a family of starlings that used to take baths in an old charcoal barBcue that had rainwater and charcoal ashes in it, absolutely filthy water, but they loved it!