You're right that not all of them have tracking. The ones with full tracking are AliExpress Standard Shipping and ePacket.
Not that there's a noticeable difference in shipping cost: in some ePacket cases, the shipping cost was $0, even when the product itself was a $2.50 microcontroller board.
They may not be charging you for shipping but they're definitely paying for it.
I'm not sure exactly what program AliExpress Standard Shipping is sent through. It seems like it's slower but it's hard to get information. How does the shipping label look?