It's about money. In europe, if they make them vegetarian, they'll get more customers, but in the US, by using cheapass ingredients like gelatin, they'll save money.
it's pretty sad though. Most sweets and candies contain gelatin. I bet that if someone made vegan marshmallows, they'd have the market cornered. I'd buy them anyway. I guess the only way to make your voice heard is to write to the company that produces starburst & skittles and say that you'd like it if they made their products vegetarian, as they have donr in the UK. If they get enough correspondence, they might consider actually doing it.