It is the states choice not to participate in daylight savings time. Most of them that do not participate in it is because they originally consisted of large farming base and they did not need to keep to certain hours. They worked with the rising and falling of the sun.
Yes, it is the state's choice, the federal government can't make them do it. In some states the climate is such that daylight savings time simply doesn't make sense to do.
The states that don't follow DST probably realize that given todays technology it is no longer needed. Tractors now have headlights, so farmers don't really need the extra sunlight.