Nullability for strings vs other data types in columns created by Entity Framework Code First

You kind of answered this yourself. You cannot have a null reference to any of the other data types that you listed. So, if the code cannot handle a null, then it is going to make sure the database enforces that, also.

Just to make this perfectly clear, as you are focusing specifically on a string versus other value types. Here is the MDSN article on strings, if you search for null, you will see this line:

By contrast, a null string does not refer to an instance of a System.String object and any attempt to call a method on a null string causes a NullReferenceException

However, unless an int is nullable, it will never throw a NullReferenceException since it must always have a default value.