Why do some newly formed stars form protoplanetary discs while others do not?
Protoplantary discs can only form if there is sufficient material in the right place.
When a star is formed it consumes most of the material from the gas and dust cloud it formed from. The Sun contains over 98% of the material in the solar system.
A protoplanetary disc will form if the material left orbiting the new star is able to clump together to form protoplanetary bodies. If there is sufficient amounts of heavier elements and compounds in an orbit they can clump together to form a rocky planet.
Lighter elements and compounds such as water, methane and ammonia have to be sufficiently far from the star to be in solid form. These compounds can then clump together to for gas and ice giant planets.
So, if the material left orbiting a new star doesn't contain sufficient amounts of heavier elements and compounds, or doesn't have enough volatile compounds which are far enough from the star to be solid, a protoplanetary disc can't form.