The already-linked answer by /u/keyilan offers one approach to this, which is to say that Qing China was in fact colonised. I think this is a valid approach, but I'd add a major caveat, that being that this was a form of colonisation that was distinctly early-Early Modern, a la the Portuguese and Dutch in the 16th and 17th centuries, rather than the more 'Modern' colonialism practiced in India and Africa in the 18th and 19th centuries. That is, these colonies were (with exceptions) small urban centres with primarily mercantile and military functions, intended to provide access to resources that remained within the territory of local people and states; rather than large stretches of conquered and directly-controlled territory.
Going into some more detail, Hong Kong (British) and Macau (Portuguese) stand out as clearly commercial enterprises, along with the Treaty Port concessions, while Qingdao (German) and Guangzhouwan (French) had some commercial function but were largely bases for naval power projection, and Port Arthur (Russian) and Weihaiwei (British) were explicitly naval bases. The two major losses of land, those being Taiwan (to Japan in 1895) and outer Manchuria (to Russia in 1860) were of regions that could be potentially construed as relatively peripheral – but even so, such large land losses were hardly ideal for the Qing.
So, why was the form of colonisation so limited? Keyilan's answer alludes to one angle, which is that these colonies (and treaty port concessions) were primarily intended to provide access to interior resources, the oversight of which could be left to the existing regime. It was far easier to prop up a stable state in the region and pump it for resources than to attempt to impose control over a potentially resistant local population. This is largely what motivated the British to intervene against the Taiping Heavenly Kingdom in 1862 despite having gone to war with the Qing just two years before – the Qing were an erstwhile enemy, but they were a familiar foe, whereas a Taiping victory would have unpredictable effects and potentially destabilise the region, compromising British economic interests. Far better to keep the Qing alive and restore at least some semblance of familiar stability in the interior.
But another aspect which I think ought to be noted is that the Qing did have certain military advantages. The extraordinary success of British forces in the First Opium War, while partly attributable to military technology and better training, was principally the result of superior nautical technology, because it allowed a very small force of British troops (about 20,000 in the final campaigns) to travel along the coast unopposed and attack more or less anywhere along it, while the Qing army, substantial as it was, was strung out across the entire coastline: the Qing had the unenviable task of trying to defend 5,000 km of coastline with a nominal 850,000 troops, not all of whom could even be deployed to coastal regions. With that nominal number, we're talking 170 soldiers per kilometre of coastline. Bear in mind that the Qing only managed to mobilise a quarter of that manpower for the war, and it becomes patently clear why a highly mobile British force could so quickly overwhelm the defences of coastal cities, long before relief forces could arrive. But this mobility advantage would evaporate inland. If drawn deeper into the heart of the Qing empire, a small European expeditionary force would suffer increasing attrition and, moreover, end up facing more Qing forces, who, being closer to their home regions, would be easier to mobilise and transport. In other words, the British naval advantage was a major operational boon but also a major strategic limitation, as it restricted aggressive action to coastal and riverine areas.
The simple answer is that Qing China was colonized by the British, Hong Kong and Weihaiwei were both ceded to the crown, for example. While we wait for a better answer to this question, you may want to check out this old one from u/keyilan.