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It's because of water. To get tectonic plates and subduction zones and rhyolitic (as in, explosive) volcanoes, you need a distinct continental crust layer. To make a continental crust, you need water on your planet.
There are in fact many volcanoes in the solar system. Both Venus and Io have more of them than we do. They're basaltic volcanoes, meaning they're like Hawaiian volcanoes. The reason they have no tectonic activity though is that they have no continetal crust. The continental crust is essentially refractory materials high in water, aluminum, and silica floating on top of the mantle, and it gets pushed around by convection currents, seafloor spreading, and possibly other forces. These pieces of crust getting pushed around by the mantle are the tectonic plates.
So while Venus is very geologically active, it has no continetal crust. Its surface is all exposed mantle material forming a mafic crust similar to the earth's oceanic cruat and it's essentially all locked in equilibrium.
Mars has evidence of geological activity like Olympus Mons and of large amounts of surface water at one point, but it cooled off too fast and now it's all solidified, meaning no more geological activity.
Mercury is just a big ball of shit.
