It has long been known that rats do not have a gallbladder, though other species including humans, monkeys, cows, reptiles, dogs and mice, all have a gallbladder.
In this paper from almost 100 years ago, scientists were studying what differences the presence or absence of a gallbladder gives the composition of bile. The authors found (what we now appreciate very well) that bile from mice who have a gallbladder was much more concentrated than rat bile - i.e. one of the functions of the gallbladder is to concentrate bile.
I know this is a very speculative question, but is it known whether having or lacking a gallbladder confers some sort of evolutionary or biologic advantage (or disadvantage)?