They do not have completely developed mesodermal lining cavities called coelom. They have cavities that are not formed completely by mesoderm. Thus they are not true coelom and are known as pseudocolem.
A pseudocoelom differs from a true coelom in that the cavity is lined with mesoderm only on the ectodermal side. The presence of a body cavity allows circulatory fluid to flow freely throughout the body of the organism and facilitates the exchange of material between cells (including the release of waste). A complete digestive tract with separate openings for the mouth and anus allows the animals to simultaneously feed, digest, and eliminate waste.