Some hybrids (red sexlink, for example) or even breeds (cream Legbar) are born just to have chicks sexable at hatch by their colour, male chicks and female chicks have different colours.
Some other hybrids (some cornish crosses, for example), which males and females are identical in color, are sexable by the wing feather thing, but just because they are bred specifically for this.
Hatcheries also have some experts (it takes years to learn how to do this properly, don't try it at home or you might hurt the chicks) that vent sex the chicks when they are less than 24 hours old, this is usually done with breeds that aren't sexable in any other way.
1st reason because some chicks come straight run and other sexed: Bantams are too small to be vent sexed so they come only straight run.
2nd reason: some smaller hatcheries don't have the experts which can sex the chicks, so they just sell them straight run (except the breeds which are wing or color sexable)
3rd reason: some hatcheries keep the option "straight run" even if they can also sex the chicks of that breed because straight run chicks are cheapier than females and some people prefer these chicks because of this and/or because they have no problems getting cockerels (no laws against/they do butcher them/they have also a pen only for males)
4th reason (this is just a my guess though): some breeds/colors are still pretty rare and there is a very high request for their chicks. Probably hatcheries can't currently hatch that many chicks to please all the requests, so they just sell these chicks straight run (if they would sell sexed chicks they would sell only about half the chicks because people would order mainly females)