I was taught in school (British, Primary) that a Full Stop or Period was used at the end of Abbreviations i.e. it stood for the rest of the letters. So - Rev. for Rev*erend*, Capt. for Capt*ain*, Col., Prof. etc
But Mr, Dr, and the anomalous Mrs are contractions. A Full Stop after them conveys no added meaning. Logically, I suppose, Mr should be writtern M.r and Dr D.r, but that would be too confusing and, in any case, the meaning is clear without any Full Stop following.
That is not true of at least some abbreviations e.g. 'Rev the engine, Rev.' [your getaway driver is a clergyman!]; 'Col' means the lowest point between two mountain peaks; 'capt' is a poetic variant of 'capped' and appears on Shakespeare's memorial in Westminster Abbey; 'The Cloud capt Tow'rs,[http://www.westminster-abbey.org/our-history/people/william-shakespeare ]