Why do Orthoptera not have a pupal stage?

Orthoptera do not have a pupal stage because they undergo hemimetabolous development, also known as incomplete metamorphosis.12

In this life cycle, the insect progresses through three distinct stages: egg, nymph, and adult. Unlike holometabolous insects—which require a pupa to undergo a radical transformation from a larva that looks nothing like the adult—orthopteran nymphs resemble miniature versions of the adult. Throughout several nymphal stages, the insect gradually develops its wings and reproductive organs until it reaches its final adult form. Because the general body form remains relatively constant throughout growth, there is no biological necessity for a resting pupal stage.12