They did, for about 800 years. That was until Edward I threw down Llewellyn the Last at the end of the 13th century and built his Iron Ring of fortifications around Gwynedd, the historical heart of Welsh resistance. They did continue to rebel periodically; the most significant revolt was the Glyndwr Rising in the early 1400s, but there were other, smaller rebellions both before and after that. But after Edward I, Wales was conquered to an extent that Scotland and Ireland never really were. Both nominally submitted to the English at different points in their history, but direct English rule in Ireland was really loose and limited for most of the Middle Ages. The Crown didn't claim the whole of it until the mid-16th century. English rule in Scotland is even more spotty; Scotland was, generally speaking, a much more politically unified place than either Ireland or Wales were, and they have a long and bloody history of wars with the English over sovereignty.