Well all parts have the LDO, but not all parts have the VDDLDO pin exposed.
Basically the switcher can be used to either supply VDDLDO, VCAP, and/or something external. Smaller packages don't have VDDLDO, so the only way to use it as a power saving feature for the internal core is to directly supply VCAP.
But you could also have the SMPS supply the LDO, and have the intermediate voltage set at 1.8 or 2.5V to supply something external. Or, just wire VDDLDO to VDD, and then use the SMPS completely separate. Maybe for some applications the space/cost saving of a trading dedicated switcher with the MCU's internal one is a neat feature.