Why are some states allowed to vote early?

By voting early do you mean people being able to cast votes before November 4th? If yes, its because those states want to avoid voter backups at polling stations. A polling station must close by the time deadline (usually 7-8 pm local time). When they close they have to stop allowing voters to vote, and therefore alienate voters. To stop this, states allow people to vote early to help ease congestion at the polls.