Why does the Sun have different day lengths, but not the gas giants?
It's a matter of how "day" is defined.

Wikipedia's article on Jupiter cites this IAU/IAG paper for the length of a Jupiter day.  In it, footnote (e) of table I has the following:


  The equations for W for Jupiter, Saturn, Uranus and Neptune refer to the rotation of their magnetic fields (System III)


The radio emissions of the gas giants have well-defined periodic variations.  These variations are caused by the rotation of the magnetic fields of those planets, and are evidence that they have a reasonably coherent core of some sort that's rotating at a uniform speed.  The periodic variations then represent the rotation speed of that object, which is taken as the rotation speed of the planet.

We're reasonably certain the Sun doesn't have a coherent core.  Measuring the variation of the magnetic field doesn't show a well-defined period, and doesn't provide a useful definition of the Sun's rotation speed.