Why don't nonrigid airships have multiple gas cells? Nonrigid airships (blimps) differ from rigids and most semirigids in having the entire envelope form a single large gas chamber, rather than dividing the lifting gas among several redundant gas cells.  Having only one compartment for the entirety of the airship's lifting gas raises the specter of an envelope rupture causing the loss of the airship's entire gas load,1 resulting in ungood things happening to the airship and its occupants.

In contrast, having multiple discrete gas cells (either by using a number of separate internal gasbags contained within the outer envelope, or else by dividing the envelope itself into compartments using gastight septae), in the fashion of all rigids and almost all semirigids, would allow the airship to remain airborne even if one or two2 of the gas cells were ruptured and completely deflated,3 and would allow gas cells of uncertain structural integrity to be filled only partially (to reduce the stress on the cell walls, and, thus, the likelihood of a complete rupture) while still maintaining full inflation on the known-good cells.  In addition to the obvious safety benefits, the use of multiple gas cells would also allow better control of the envelope's shape (by allowing different gas cells to be inflated to different pressures to - for instance - stiffen the parts of the envelope experiencing the greatest loads), and would allow minor to moderate maintenance and repair work to be done on the envelope and/or individual gas cells without having to deflate the entire airship.

So why don't nonrigids have multiple discrete gas cells, rather than a single, undivided envelope?



1: This would be exacerbated by a nonrigid airship's need to maintain a considerable positive internal gauge pressure in order to prevent the aerodynamic forces on the airship from distorting its envelope; this positive internal pressure would greatly accelerate the escape of gas from the envelope, and the tension forces on the envelope resulting from said positive internal pressure would tend to produce severe tearing emanating from the site of any rupture (think of what happens when you pop a party balloon).

2: Or, potentially, more, depending on the size of the airship and the number of gas cells contained therein.

3: Note that this does not necessarily mean that the airship will remain capable of forward flight (although, depending on the circumstances [primarily which gas cell(s) lose pressure, and where within the envelope they happen to be located], it very well may), only that it won't be in danger of plummeting to the ground in the event of a rupture.  If a gas cell near the middle of the airship were to lose pressure, this would likely cause the envelope to distort to such a degree as to render controlled forward flight impossible, as @A.I.Breveleri correctly points out - but the key is that the airship would still have one or more intact gas cells providing a considerable amount of residual lift, allowing a controlled forced landing.4

4: This would be an especially great advantage in the case of a major rupture occurring at altitude (where the undivided envelope of a typical nonrigid could easily lose its entire gas load during the time needed to descend to ground level), and even more so if the temperature gradient of the ambient air is greater-than-adiabatic (in which case you lose lift as you descend even if you aren't progressively losing gas).
With the loss of one cell you also lose the same fraction of lift. Unless you can drop an equal amount of ballast quickly, having some more gas cells isn't much of an advantage – the ship still falls out of the sky.

The Zeppelins could lift up to three times their empty weight simply because they became more efficient by growing larger. Blimps are small, so their lifting capacity is restricted. Carrying so much ballast would require a much bigger blimp.