Actually, many are (though not usually the high profile ones). But when there's a dissent, the court's decision says so.
If four justices vote in favor, cert is granted. This “rule of four” is an informal rule of long standing developed and adhered to by the justices. Cert votes are not made public.
Some justices have recorded cert votes and left them in their private papers, but usually it is impossible to know how the justices voted. From time to time, a justice will feel strongly enough about a case to note publicly a dissent from the denial of certiorari. This may be accompanied by an opinion outlining why the case should have been taken.
Some justices, however, disapprove of any public airing of cert votes and refuse to write dissents from denials. Dissents from denial of cert are uncommon except that Justices William Brennan and Thurgood Marshall always noted that they would grant cert in cases involving the death penalty because they believed capital punishment is unconstitutional.