Do all natural colored gemstones have inclusions in them? If yes, my next question is why. If no, what stones are most likely to be found inclusion free?
No, but inclusions or lack thereof affect quality, but in different ways.
Natural Emeralds almost always have numerous inclusions. In fact, the inclusion (npi) of numerous small inclusions is what gives emeralds their desirable ‘soft’ quality. An inclusion-free emerald is not only a rarity, but is also largely undesirable.
Sapphire stones (including rubies) are the most likely to be inclusion free, and the most likely to produce large inclusion free precious gemstones.
When it gets to semi-precious gems, I’m not up on the latest.
However, star sapphires and rubies, and cats’ eye stones, have microscopic, needle shaped inclusions of rutile (titanium oxide).