The answer is simply because the Solar System didn't form that way. More truthfully, it is not possible to have an entirely liquid planet (the liquid at the core would compact into a solid anyway). read more
In our Solar System, there is simply not enough matter capable of becoming liquid at the temperatures that we have. Earth could have been entirely water-surfaced, but we didn't have enough H2O. Saturn's moon, Titan, could have been entirely methane-surfaced, but it didn't have enough CH4. read more