It's because of the way these kinds of devices work. With a lot of electronics there is a power supply that converts AC to DC, sometimes a single voltage, sometimes multiple. It's relatively easy to have these kinds of power supplies be able to switch between voltage ranges, or support a wide range so it doesn't even matter. These kinds of power supplies also don't really care about the frequency, so that helps as well. Often these have a standard socket on the back, so you can just have different leads to make it compatible all around the world.

However when the device includes a large heater, like in the home appliances you mentioned, having any kind of power conversion would be very inefficient and not needed. All we need is the raw energy and a resistor to be able to convert the power into heat. But the way that works is using Ohms law (V = I x R), where the power being converted into heat is P = I x V. The heating element has a fixed resistance, since it's a physical thing. That means whenever the voltage changes, the amount of energy being converted into heat changes as well. Now this is fine if the voltage is somewhere between 230 and 250V like in Europe, that's a small change that probably doesn't impact the function of the machine. But when the machine is made for 240V and you put in 115V, that's a huge difference.

The machine would technically function, but the heating would be piss poor. This means the iron takes ages to heat up, the water in the washing machine won't get hot enough etc. This might also impact the design, for example the programs the machine can run, or how fast the water flows over the heating element etc.

The other way around is just dangerous, putting too much volt into components might damage them, heating elements will just burn out and melt causing a fire hazard. So that's just dangerous and a bad idea.

As for things like blenders and refrigerators, that would depend more on the actual design of the machine. Sometimes it's due to a motor running directly on the AC, but in my experience that's rare these days. Often they are driven using DC and a motor driver which can provide things like 3 or 6 coil drives for smoother function and better efficiency, speed control etc. Something like a blender might be a bit too small for a physical switch or replaceable cord. So it depends and the reason might not be electrical in nature.