Why didn't all non-Russian states become independent during the collapse of the Soviet Union?

1. Russian Federation initially proposed very liberal conditions to the national Republics

When Boris Yeltsin came into power he made several steps to render himself as a big proponent of local autonomy. In some cases Federal Government even signed Declarations with local governments. The idea was to renew this documents periodically but when Putin came into power this initiatives (moribund up to that time) were all gradually cancelled out or at least toned down.

Here's what Yeltsin told about Bashkiria for instance:

Мы говорим народу Башкирии, Верховному Совету: возьмите ту долю власти, которую сами можете проглотить. И мы согласимся с этой волей, Верховный Совет России не будет ни в коем случае препятствовать. Если вы решите: недра, богатство, земля — это собственность Башкирии, значит, так оно и будет»

My amateur translation:

We are telling to the people of Bashkiria and to the Supreme Council- take as much power as you can grasp. We'll agree with this, the Supreme Council won't by no means discourage you. If you'll decide that the territory, minerals and all the wealth it the property of Bashkiria, so let it be so.

In may be centuries nobody spoke to national republics in such a friendly manner and that contributes to the lack of separatism to some extent.

2. Noticeable amount of population with Russian or dual (Russian plus local ethnicity) self-identification

Historically there was a huge difference between the level of autonomy of Soviet Republics and that of any national republics in RSFSR. Soviet republics enjoyed certain level of autonomy (to that extent to what we can talk about autonomy in a undemocratic, governed by a single party country with a planned economy, of course). Historically most of them belonged either to the sphere of influence of Russian Empire or constituted its autonomous parts.

This was not the case with RSFSR national republics though. Historically almost all of them were integrated earlier and/or in a more aggressive fashion. Among other things that lead to the fact that in the majority of that republics there was huge Russian population and even native population tended to speak Russian better than their native language.

For instance, roughly a half of population in Khakassia are ethnically Khakas, only a quarter of Adygea population are Adygs and so on and so on.

3. Lack of interest from local political elite

In a lot of cases local political elite just weighed all pros and contras and realized that they are pretty much ok with what we have as a regional leaders. Many of ex-Soviet party bosses just continued their careers as "democratic" leaders. For instance, the head of Bashkiria, Murtaza Rakhimov, came to power in 1990 and remained such till 2010. Another example would be Sherig-Ool Oorzhak who was head of Tuva from 1990 till 2007.

4. The outcome of the Chechen war and possibility of local conflicts

In some cases the was a common consensus that the attempt of separation even if it will be successful will lead to even more problems that no one was willing to be in charge of solving of. For instance, in a unimaginable case of successful secession Dagestan very likely would have end in a civil war. Dagestan is very diverse ethnically, local leaders were ok with the current status quo and were very worried that the fragile ethnical balance will be somehow broken.

5. Geography

Even in case of successful secession many of local republics would have end up as complete enclaves surrounded by Russia and without access to major water bodies. That would have made their further economic existence very challenging.

See this map I've borrowed from Wikipedia: