Enslavement of Native Americans was experimented with in early colonial settlements, but slave masters found them very difficult to "break." Natives, as their name implies, were much more familiar with and well-connected in the lands that their colonizers sought to develop; more familiar than the slavers, in fact. So slave masters who sought to enslave Native Americans often had trouble capturing Native Americans and keeping them on their plantations and "in their place" in the slavery caste system. The Native Americans were much more willing and able to fight back against enslavement, and frequently did so, perceiving themselves as prisoners of war. And unlike the Africans, Native American traders were not nearly as willing to sell their criminals and rivals into slavery.

Africans, on the other hand, were ripped from their homes and families on literally the opposite side of the world. Even if they could escape, they would have nowhere to go, and no tribe to defend them. The regime of slavery in the United States required consistent, brutal, and terrifying violence in order to keep the slave population in submission, which was by no means an easy task. By importing slaves from distant lands, the colonizers could cut off many avenues of resistance that Native Americans had available to them.

Source/recommended reading: The first couple chapters of Howard Zinn's A People's History of the United States.