That can happen either if it's too old (no AHCI support) or too new (no legacy option -- which will either be AHCI or RAID/IRRT, either of which is fine.)

AHCI came in at the same time as chipsets intended for the Core 2 processors (the "965" chipsets) and the ability to use a full 4GB of memory as opposed to maxing out at 3.25GB-3.5GB (as in the last-genertion Pentium 4 and Pentium M/Core Duo laptops/boards, the "945" chipsets.)

On laptops, main "too old" case will be netbooks; AHCI will be on mainstream notebooks from mid-2007 and newer, but plenty of netbooks (and larger-than-netbook machines with Atom processors) as late as 2010[*] still use non-AHCI-capable chipsets.

(* and could be later for all I know -- that's when I started saying "forget it, these things are too slow even for casual use, don't buy 'em" and stopped following them.)

Of course, I'm sure there are some exceptions, especially in the 2007-2009 Core 2s, where there was a slightly broader variety of chipsets out there. Since going to the onboard GPU and memory controller on the i3/i5/i7 chips, there has not been much variation in Intel chipsets, and AMD has been so far behind on their laptop CPUs that they've not been very appealing to anyone except at a few odd corners of the market.