I think its about activation cost for the effect/how much the effect is naturally signposted during the game. Like, I've never had a bad beats story involving
Celestial Colonnade - someone looking at six untapped lands is going to expect
something, and hopefully then looks at the number of cards in hand and any effects on board for ways to spend that mana (And if they don't, well that's a learning experience they really ought to have if they're looking to keep playing Magic - interaction on your opponents turn is pretty core to the game).
On the other hand, as a newer player
Mishra's Factory absolutely got me - activating it with it's own mana to save a threat from an Edict. I think that Colonnade is the (marginally) stronger cube card of the two, so it's not a power-level thing. It's a 'radar' thing.
Like,
Maze of Ith, despite the lack of activation cost, probably isn't sitting in the same pile of lands as the ones getting used for mana - it's hard to forget about because it's only for removing things from combat.
Phyrexian Tower OTOH is very easy to miss because it sits there tapping for 1 until suddenly it needs to produce BB and throws your opponent's maths off. Maze of Ith will probably be more 'impactful' over many turns in the average board-focused game, but it won't be a gotcha in the same way. Obviously both can lead to feel-bads though.
I've never seen any of the Innistrad utility lands be an issue in that way back when I was regularly drafting INN with totally new players, so Vault is probably okay. Likewise the BFZ/OGW manlands, though the Vent is one of the more annoying ones in that cycle (Fumarole is the worst just for the rules arguments with people who don't understand the stack, Vent is just frustrating to race).
