Honestly, in some areas colonization begins much earlier than the 19th century, though this is often confined to the coast.

For instance, the coast of Angola is a Portuguese possession before 1600, ditto for Mozambique. Capetown is first founded in 1651 and sees VOC and later British expansion inland throughout the 18th and 19th centuries. The Ottoman empire conquers Egypt from the Mamelukes in 1517, and extends their control into the Red Sea and across North Africa throughout the 16th and 17th centuries.

But yes, for the vast interior there is essentially no European contact or control until the mid-to-late 19th century.

One reason for this is disease. Tropical diseases like malaria, dengue fever, and Sleeping Sickness affect humans and livestock. Before medical advances in the 19th centuries, European explorers who strayed too far inland found these diseases to be fatal. These diseases would also affect their horses, making travel much more difficult, and taking away the military advantage of cavalry.

A second reason for the difference between European expansion in Africa when compared to the New World is that at the time of contact, African societies almost universally had knowledge of iron working. So, a Portuguese crew in 1521 visiting the Kongo kingdom would have nowhere near the military advantage that Hernan Cortez or Francisco Pizarro enjoyed against Aztec or Inca armies.

Additionally, African states like the Kongo kingdom, the Kingdom of Benin and the old Oyo Empire were eager to accept firearms in trade for other goods, very frequently slaves. So, over time the military situation often developed towards parity between African states and their European trading partners.

Of course, the slave trade is an enormous feature of European-African interactions from the 15th-19th centuries. The taking of captive bodies from Africa to plantations in Brazil, the Carribean and North America created new world colonial systems that brought much wealth to the European colonizing power.

So, it can be argued that European powers did not attempt to exert control on the African hinterland earlier, because the development of colonies in the New World combined with the slave trade provided more enticing commercial opportunities.

Such a view is circumstantially supported by the fact that the Scramble for Africa (from ~1870 onward) comes soon after European attitudes shift towards considering the slave trade a moral obscenity. For instance, Great Britain outlawed the slave trade in the Empire 1807 (with further laws expanding the scope of this ban throughout the 19th century) and abolished slavery in her colonies in 1833.

The mid and late-19th century saw the culmination of many factors that made the colonial domination of Africa become feasible. On the technical front, medical discoveries such as Quinine and inoculation made disease much less of a factor in the exploration of the African interior. Similarly, the rapid development of armaments throughout the century allowed European armies conveyed by steamships and railroads, communicating by telegraph, and armed with rifles and the Maxim gun to enjoy substantial advantages over African armies.

Finally, there was a shift in economic incentives for European powers. Britain and France each lost portions of their North American empires in the late years of the 18th century. When economic stagnation hit in the middle of the 19th century, many voices in Britain and France began to speak of opening African markets to commerce, and viewing the continent as a source of untapped riches. Additionally, after the abolition of the Atlantic slave trade, European arguments in favor of establishing colonies sought to harness this abolitionist sentiment, in the cause of abolishing the East African slave trade and even local systems of slavery practiced in Africa.