With SpaceX it's really just because they didn't bother, though. Getting their test vehicle to space first probably would not have been too difficult, considering that it was adapted from something meant to go to space anyway. It's just that doing that wouldn't have been useful to their ultimate goal of recovering the first stage as part of an orbital launch.
I know this sounds like a typical "I could do that, I just don't want to" boast, but it's true. There's little point in merely going to space without also achieving orbit, unless you're selling people the opportunity to say "I've been to space." And getting to orbit is way, way, way harder. In terms of relative difficulty, Blue Origin's accomplishment is much closer to SpaceX's Grasshopper flights than to their (not yet successful) barge landings.
I know this sounds like a typical "I could do that, I just don't want to" boast, but it's true. There's little point in merely going to space without also achieving orbit, unless you're selling people the opportunity to say "I've been to space." And getting to orbit is way, way, way harder. In terms of relative difficulty, Blue Origin's accomplishment is much closer to SpaceX's Grasshopper flights than to their (not yet successful) barge landings.