Why some API's can use =importdata and others cannot?

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I'm learning how to use API's in Google Sheets and have realised, I can import say API data using =importdata(" URL HERE "), meanwhile others I need to create a script for using the Script Editor.

Obviously, using =importdata is a lot easier for me to do.

Does any one know why some API's can use =importdata and others cannot?

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IMPORTDATA is only able to get data from sources that are publicly available, in other words, from sources that doesn't require authentication.

By the other the API should return content in CSV or TSV format.