Small appliances rectify AC into DC before using it and therefore what you end up with is a DC supply that can support multiple input voltages and frequencies.

By contrast, larger appliances typically use the AC directly. A motor is designed to be able to connect directly to local AC power, and the voltage is quite important and so is the frequency, because a change from 50 hertz to 60 hertz will make a motor go much faster and a change from 60 hertz to 50 hertz will make a motor go much slower, and resistive loads such as furnace elements which are designed to be able to be connected directly to mains power our engineered with a specific resistance.

For motors changing frequencies, the way you would end up having to retrofit such devices is to rectify the DC signal and then reconstruct it as the proper voltage and frequency using pulse with modulation. That's going to be a fairly expensive thing compared to just connecting some wires across mains. Even changing voltage is using a transformer means that you're going to need transformer capable of potentially converting multiple kilowatts of power, and that's not an inexpensive touch either.

I travel to different countries with my phone and would like to be able to charge it.

I dont travel with my toaster/kettle/washing machine

Are you going to pay for a feature you'll never use?

Engineering for 220v/50hz requires completely different wiring and componentry than for 110v/60hz.

Also, it's not "region locked" - these are truly incompatible electrical systems.

It costs more to make things multi-voltage. For small electronics that run off DC, it turns out that the 'costs more' for having an auto-switching power brick is less than the 'costs more' of dealing with stocking multiple different power supplies to be sold to different regions.

With higher-power appliances that don't just run off DC, where you actually need the thing itself to be different, it turns out that having multiple variants (or only selling to one region) is cheaper.

Toasters are a great example because you're pretty much just shorting a wire into the plug, but it's a wire whose resistance is very carefully chosen so that it gets hot but doesn't burn up for the voltage of the grid it's being plugged into. To make something like that multi-voltage you would need multiple paths for the power to flow and some sort of ability to switch things, all of which costs more money than not having that.

Of course, that's all 'in general'. It's always going to come down to the specific factors related whatever the thing is, who's making it and who it's trying to be sold to.

The wrong frequency in itself is bad for transformers, then some motors wouldn't run at the correct speed

Edit: the Japanese grid is fantastic in that regard

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.

(looks at rule 2.)