Different reasons for different countries.
In the developing world (South Asia, Sub Saharan Africa), large portions of the populations live in extreme or near extreme poverty. They are more focused on surviving day to day. Their governments also don't have the financial resources to make large investments. Should they invest in clean drinking water and sanitation or large wind farms? Also per capita these people cause very little emissions.
In the United States, politics (especially NIMBY - not in my backyard) and an economy still recovering from recessions are two of the main factors preventing more investment in renewable energy. With natural gas so cheap in the US, wind and solar power are a severe disadvantage.