Comets have tails. We all know that, and a lucky few have seen the better known. So why don't the planets (e.g. Earth, Mars) have tails? Why don't asteroids don't have tails?
See Jeans Escape. If the average velocity of the volatile molecules is above escape velocity, volatiles will escape. And the with the shallow gravity wells of comets, escape velocity is very low.
The earth and Mars have lots volatile gases and ice. But with their deeper gravity wells, sublimated volatile ices aren't hurled into space as they are with comets.
A lot of asteroids have high enough temperatures that any volatiles would exceed their tiny escape velocity. Which is why a lot of asteroids in our neighborhood have little or no volatile ices. If they ever had ice, it would have long since boiled off. For example, after Comet Wilson Harrington outgassed much of its volatiles, it'd no longer have a tail when coming near the sun. They thought they had lost the comet when they stopped sighting it. Then later they discovered asteroid 1979 VA. Then they noticed they were the same object.
It's speculated there are more "dead" comets like Asteroid 1979 VA. Former comets who've outgassed most their volatiles.
In order for an object to have a tail like a comet it must first possess a number of qualities:
- The object must have a lot of ice or gas that is near the surface and able to boil off.
- The object must pass close enough to the sun for its solar wind to vaporize said ice/gas.
- The object must not have any sort of magnetosphere protecting it from solar wind.
- The object must not have already burned off all its ice and gas from being previously close to the sun.
Most planets and moons won't have a tail because of
3. Most asteroids won't have a tail because of
4 alone eliminates a lot of potential comets. The best shot something has at becoming a comet is if it has a huge orbit, taking it way out into the oort cloud, so that it almost never comes in close to get melted away, or, alternatively, something that has been in a relatively stable orbit far beyond Pluto, but for some reason (gravitational perturbation of some kind) is now coming in close to the sun.
Edit: This answer is 100% speculation and based on no research or sources.