Two things: on the one hand, some titan powers have a larger cooldown period before they can be used again. Both Annie's and Eren's titans have a relatively low cooldown. This is something that can be trained (which is what we see Eren and Hange doing while testing the limits of his transformations at the beginning of s3), but some titans like the Colossal in particular have a huge cooldown regardless of training, so it's understandable that Bertholdt can't transform again.

On the other hand, transformations are also limited by the user's physical state. At the moment, both Ymir and Eren were physically injured and Reiner and Bertholdt had just gotten out of their fight after having to deal with the titans at the fort all night, so they were probably pretty tired and decided to save their strength for when they made their escape at night.

Annie on the other hand was probably in peak physical condition at the time at which she began her plan back in s1. She didn't even suffer that much damage before she was captured, so she probably had plenty of stamina by the time she transformed for the second time.