All of the non-trilogy sites use .SE domains. In a post on the SO blog, these reasons are listed (emphasis mine):
There are a lot of benefits to being associated with the Stack Exchange network! That’s why Arqade, Ask Different, and Seasoned Advice (among others) all redirect to a ___.stackexchange.com subdomain, even though they have their own brands. For one, search rank is improved for our entire network. Additionally, many people recognize Stack Exchange as a brand, and might be more likely to visit some of the smaller sites because of that.
That said, I don't think that having the established, uniquely-branded sites on their in domains would necessarily be a bad idea.
I believe the canonical sites that are not on the trilogy (and the newly promoted arquade) all are intended to be branded with the stack exchange name for several reasons.
- less work (there are like 82 sites all told)
- better cohesiveness in search engine eyes as well as overall site traffic
- less cost for software / naming that goes by domain
Search on the main meta and here for more of the back story...