Mostly because each island is its own small grid. Everything is fossil fuel, no hydro, little wind, no nuclear. Cost of transporting fuel. Environmental concerns about air pollution (eg: no China style cheap coal power plants).
"In 2015, Hawaii imported 91% of the energy it consumed, mostly as petroleum."
They seem to be working hard on it at least, although I'm surprised that only 20% of the renewable energy production is geothermal. I guess it's just more expensive than solar nowadays.
Most of the population lives on Oahu, which doesn't have any volcanic activity anymore as far as I know. I would be a little curious as the why the Big Island doesn't do geothermal, though. If Hawaii could get cheap geothermal power I don't see why Washington DC would block it, I don't think the power generation companies there are controlled federally but I don't know.
As others have noted, outside of Hawai'i and maybe Maui, the islands aren't active (Haleakala is thought to have a few more eruptions left in it). Most of the people live on Oahu, although pretty much everyone else in Hawaii lives on Hawai'i and Maui. I don't know what the residual heat is on Oahu and the other islands; there might be enough to drive geothermal energy, but it's certainly not a renewable resource in those circumstances.
One thing that people haven't mentioned: geothermal energy relies on groundwater or injected water to extract electricity. Hawaii doesn't have particularly plentiful groundwater reserves; and the rock is generally porous enough that there is some concern for the leaching of toxics into the water supply.
Kauai (home of one of the rainiest places on Earth) has had hydro power for decades. It's currently only a small percentage of the island's total generation capacity, but it absolutely exists: http://website.kiuc.coop/content/hydroelectric