What states don't have mental health courts? And why is it important to have mental health courts?

As of this writing, thirty-eight states have mental health courts. Those that do not have mental health courts are Arkansas, Delaware, Mississippi, Montana, Nebraska, New Jersey, North Dakota, Rhode Island, South Dakota, Vermont, Wisconsin, and Wyoming.
The effectiveness of mental health courts is a matter for debate. Given the corrosive influence on many inmates of the prison system as it exists, however, one could logically argue that they serve the public interest and represent a more humane form of treatment for criminals with some form of mental illness. Mental health courts are important precisely because they prioritize the defendant’s mental health in both adjudicating cases and in sentencing those judged guilty to the appropriate type of correctional institution.
Criminal cases involving defendants determined to suffer from an inability to distinguish right from wrong or who committed the acts in question under extenuating circumstances (e.g., while unable at the time of the act to be properly administered the appropriate medications to control anti-social or aberrant behavior) are always complex. Many convicted criminals have some form of mental illness that has gone untreated and the brutalities inherent in incarceration in conventional prisons seriously exacerbates underlying conditions. Mental health courts are often helpful in ensuring the proper processing of defendants with mental health problems through the judicial system. When handled properly, rates of recidivism among inmates who suffer from some forms of mental incapacity are reduced. These courts are not panacea, but they are, on balance, a benefit to both the individual and to society.
https://www.ncsc.org/Topics/Alternative-Dockets/Problem-Solving-Courts/Mental-Health-Courts/State-Links.aspx