Particularly why are there almost no stone structures? Is there less stone available, is it lower quality?
This isn't my best area, but there are many ruins and remains south of the Sahara. I wouldn't agree entirely with the notion that there are fewer remaining structures in the area than in Europe; this idea has partially been fostered as a result of our Euro-centric historical perspective which tends to shift focus away from places like Africa and the Far East. There has also been the intervention of European nations that arguably could have hindered native cultural and technological development which may have created such places.
However, one of the largest reasons for a lack of notable structures is the temporary nature of the buildings erected by the peoples there. This can be attributed to both the tumultuous political situation present for much of African history, as well as the nomadic nature of many of its peoples. The same question could be asked regarding the lack of Native American structures in North America aside from pueblos and Aztec buildings.
Some examples of ancient or historical Sub-Saharan architecture would include:
...and that's all I can think of right now. But in conclusion, less? Perhaps. Did less exist? Definitely not.
EDIT: Clarity. Sorry, I'm on my phone.
As others will no doubt point out, there are plenty of sub-Saharan structures. There is also an aspect of public perception and archaeological research: in West Africa, for example, it was only discovered relatively recently that the area of the Niger River was densely urbanized over a thousand years before Timbuktu, and more broadly speaking there are quite a few very basic research questions (such as the relation between that center of urbanization, the contemporary Nok culture in Nigeria, and the Geramantes and trans-Saharan trade) that have not received answers--the "World System" hasn't been built yet. A lot of the regions of urbanization, such as the Niger and Tanzania, used mud-brick, which means that finding them requires a degree of research legwork, and so an accurate "portrait" of ancient Africa has yet to be constructed.
But, that being said, I think a larger issue is that you are not comparing like with like, and we can tackle this question from a bit of a Diamond-y perspective. Europe isn't "really" a continent, it is a peninsula, and should be thought of as a particular region of Eurasia that, for various regions, is quite livable and conducive to urbanized cultures--more comparable to, say, Mainland Southeast Asia than to Africa. Africa should instead be compared to Eurasia as a whole, and in much the same way as Eurasia has vast steppe and tundra that are not particularly suitable to agriculture supporting urbanized cultures, Africa has vast savanna and deserts that are not suitable to agriculture supporting urbanized cultures. In areas that are, such as the Great Lakes region, along the Nile, Tanzania, the Niger etc there are cities and ancient structures.