I look into Indo-European language family and almost every branch had writing system. Except Balto-Slavic there are no writings from pre-christian times. It's hard to me to understand how it's possible that Slavs did not have any writings before 9th century A.D. Everyone else took far less to have there own script.
There is a single mention of pre-Christian Slavic proto-script, in the treatise "On the Letters" by Chernorizets Hrabar (or Hrabar the Black Robe Wearer), written in the 9th century.
Прѣжде ѹбо словѣне не имѣхѫ писменъ · нѫ чрътами и рѣзами чьтѣхѫ и гатаахѫ погани сѫще
In the beginning, Slavs had no letters, but they read and divinated from strokes and incisions, because they were still pagans.
And that's literally the only early Slavic source that we have about any Slavic writing before the Glagolitic alphabet. If anyone could find any actual pre-Christian slavic writing, he'd have the eternal gratitude of all the Slavists in the world for generations to come. On the other hand, there are also some discouraging sources, such as the hagiography of St. Cyril (inventor of the Glagolitic script), which mentions that before his missionary work Slavs had no writing system of their own.
Even if we choose to believe Hrabar, those "strokes and incisions" had to be a very rudimentary, rarely used form of writing, not worthy to be called letters. So the question remains, why was there no complete, widely used Slavic script?
I checked the book 1100 лет славянской азбуки by V.A. Istrin, which goes deeper into that subject than any other book I found. His hypothesis is that societies adopt writing at a certain point of their development, when it becomes necessary to code some informations into a permanent form, readable at a physical and temporal distance. The earliest written documents are usually related to trade or to military actions (reports, commands and such). The implications are clear: there must be an earlier development of larger ethnic ("tribal") and economic groups in which the economic and political relations are complex enough that they need to be coded in such a way.
And how did the early Slavic society look like? Again, we don't know much - because there is a lack of written documents, so we have to rely on descriptions in histories and geographies written in the Classic Mediterranean - but obviously it didn't yet reach the stage of development where writing became necessary.