From Slow Facts:

The carry rate varies from a high of about 15 percent down to zero in some states.  The number of us who will get our permit is determined by the issuing scheme and the costs.  These factors explain how many, but they don’t explain why.

The answer is politics.  Some states have Democrats as their governor, attorney general, and in control of their legislatures.  Others have Republicans in those positions.  The degree of Democrat control is strongly linked to the decline in carry permits.  Look at the next figure.  All the states in the upper left corner are Republican controlled while all the states in the lower right corner are all Democrat controlled.