I don't think there is neccesary a reason besides different designs. Probably the only reason is somebody didn't like the look of the "standard" bishop and designed one they did like. I didn't read it all but it has different sets listed with different designs (i'm assuming) http://www.angelfire.com/nf/chess/sets.html
Stupid bishop question
The difference reflects dogmatic differences between subfaiths of the Christian religion. The Staunton set holds to the Catholic faith which believes that the clergy leads the way - metaphorically a guiding light, or torch - to salvation, while yours is of the Protestant presuasion under which clerics are on a much more even footing with their parishioners- hence they are merely dressed-up pawns.
Why is it that in different chess sets, the bishop always looks different? I mean, in the staunton set, the bishop kind of has a "Torch" head, while in my own set, the bishop looks like a pawn with a "collar" around his neck.
Thanks for reading/answering my pointless question.