While you're waiting for other answers to your question, you might be interested in the latter part of this thread, in which I addressed the counterfactual of why the East India Company did not rebel against the British government and establish itself as an independent ruler of India.

The answer to your question comes from three big things about colonies: money, populization, and settling. With colonization across the 17th and 18th century, there was a lot of hopefulness that the next settled colony will be the next big money bring in. Spain and Portugal really set the example here with the colonies on the eastern coast of the Americas. The reason these colonies didn't seperate was because of what might be called proxy ruling. I remember reading a few papers and documents about this sort of thing, and a lot of proceedings about how colonies were run were brought up in them. One document written by the overseer of one of the new world colonies brought up that he sent a letter to the King asking permission to tighten the rules on anyone trying to overthrow him. A response was written from the King giving permission to become the head of state essentially in the new world, and make rules as he saw fit. The King gave this much control because either way he was going to make money, and it lightened his work load. The colony was going to send money, because when it did, a tenth of the share was going to the overseer, and another tenth was for wages. The people there needed work and money to establish order, and overseers made sure this was properly controlled. The thing is, going completely independant didn't have many gains, as for 1, the colonizing country knows where you are, and can easily send more colonizers. 2. Food and shipments come from the colonizing country quite frequently, not to mention luxury returns like alchohol, or silk. They make money, you make money. 3. Going independant meant changing the way you spread money, and you would have to get rid of all the colonizing countries bank notes and make your own. This caused enough problems for America during the revolution alone, because nobody would accept American currency. In the early years of colinization, there just wasn't enough pros to outweigh the cons.

But interestingly enough, with the independance of America, things began to change. There are some things of note here, for one Texas was actually an independant colony of Americans and Mexicans alike trying to escape from government. Texas was a free land, and some people just wanted to live freely and alone (with their slaves of course) in the country. Prior to this however, a number of independant colonies sprung up from conquistidors with names like San Antonio, San Fransico, and Las Angelas. These colonies were too far away from the east coast to get shipments in, and they sprung up during the search for the city of gold. After they began, they had no real connection to Spain, because Spain didn't see any money in them.

I hope this answers your question, a lot of my sources comes from Ken Burns "The West", and a few other mentions of historical documents I studied in History Class. They had obscure names like "Note from colonizer".