Artillery shells are fired from rifled barrels which make the bullets spin. This spin stabilises the bullet, making it fly front first instead of tumbling or wobbling.
Mortars are smooth-bore, so the projectile does not have spin. To prevent it from tumbling it has fins which shift the centre of aerodynamic pressure to the rear, far behind the centre of gravity. This makes the mortar projectile aerodynamically stable.
It is very important to prevent tumbling and wobbling, as it greatly reduces accuracy. It can even become so bad that the projectile does not hit the target head first, possibly causing the detonator to fail.
That said, some artillery shells DO have fins, for example APFSDS shells – but that is because they are fired from smooth bore barrels.
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