I'm far from expert on this, but I've been following some gun law cases where the commentator tries to explain why a particular SCOTUS case was, or was not, accepted for review.
A lot of the appeals sent up through the appellate court system involve a case in which a temporary restraining order has been issued, essentially stopping something from happening. The appellant then tries to overturn the restraining order - but some rule forbids that result and so the next court up says, "not until the case reaches a 'merits' decision." After that happens, the TRO changes to a different kind of order that CAN be appealed. So when SCOTUS OR one of the lesser Article III courts chooses to not immediately intervene, they are often waiting for the case to be heard on its merits, not on some technicality.
However, there is another side of this. The most common results out of SCOTUS would either an "grant/affirm" decision or a "GVR" - grant, vacate, and remand (back to a lower court to reconsider in light of the advice of SCOTUS). Some findings will be "deny certiorari" - which has the effect of implicitly affirming the decision of the next higher court that heard the case.
The problem in current gun law cases is that sometimes SCOTUS issues a GVR and the lower court immediately repeats the ruling that was vacated. That, or the state legislature just enacts a new version of the same law that got vacated. Ever since the NYSRPA vs. Bruen decision, several district courts have essentially defied SCOTUS completely or in part. This is where the Article III courts have the weakness. There is no penalty that SCOTUS can impose on a rebellious court. Congress then has to act to impeach the judges, and right now that is a tricky proposition at best.