The labs are unofficially "ranked" on their levels of reliability and credibility for accurate grading.
GIA and AGS certed stones generally trade for about 5 to 8 percent more than non-certed stones on the market. This is because the report gives the stone's grading a reliability which is accepted worldwide. Theoretically, HRD certs would also fall in this bracket for those know the lab and recognize it's reliability.
Because the other labs haven't been around as long, and don't yet have the level of reputation which the GIA and AGS do, their stones trade for less on the market. How much less varies according to the stone, and the dealer's impression of how accurately it is graded. If he feels that the lab was "lenient" in it's grading, he might discount the stone more than if he feels they were dead-on, or overly strict.
Dealers often use one of the other labs because they are less expensive and have quicker turn around times. Each lab has it's own personality, with the staff on some being more "user friendly" than others.