Oh hey, I get to take a break from writing about Poland, Russia and Ukraine to go to my actual flair, how about that.
One thing I would note is that the gap between Kazakhstan and the Central Asian countries of Kyrgyzstan, Uzbekistan and Tajikistan was already present before their independence. If you look at GDP per capita (whether in current USD or at Purchasing Power Parity) you'll see that Kazakhstan is pretty far ahead of the latter countries, three to four times the level of Uzbekistan even in 1990. I can't speak to events after 2002, but much of the absolute explosion that Kazakhstan saw in its economic statistics after that time can be directly related to international oil prices, and Kazakhstan becoming a major producer (it's around the tenth biggest oil exporter).
So the next question would be - why did Kazakhstan enter the post-communist period at such a different level from the other countries?
Part of the reason is that despite Kazakhstan post-1991 becoming one of the "Stans"/Central Asia, its treatment in both the Russian Empire and in the Soviet Union actually was separate from Central Asia proper. In the 19th century, most of Kazakhstan was administered as the Governor-Generalship of the Steppes, distinct from the Governor-Generalship of Turkestan (which included most of Kyrgyzstan, Uzbekistan, Tajikistan and Turkmenistan), and from the protectorate Emirates of Khiva and Bukhara (which are in current-day Turkmenistan and Uzbekistan). As such, the area was in many ways administered as almost a part of southern Siberia - indeed, Omsk was capital of one of the four provinces in the Governor-Generalship, and wasn't separated from those territories until 1925. Orenburg was even the capital of the Kirgiz Autonomous Soviet Socialist Republic (the original name for Kazakhstan) from 1920 to 1925, and Uralsk was essentially also a Russian city (albeit one that remained in Kazakhstan after the national delimitation of the 1920s). Even after the 1924 reorganization of the Steppe and Turkestan into Kazakhstan, Kyrgyzstan, Tajikistan, Turkmenistan and Uzbekistan, the Soviets treated the latter four as “Central Asia” and Kazakhstan largely as its own thing, as can be seen in Soviet maps of economic planning regions. Kazakhstan was subject to quite a bit of immigration from European parts of the Russian Empire and Soviet Union over its recent history: something like a million settlers were encouraged to come and start farms in the Governor-Generalship of the Steppe and Semireche (part of Turkestan but transferred to Kazakhstan in 1924) from about 1890 to 1917. This immigration would continue in the Soviet period, some of it involuntary (such as the forced deportation of Volga Germans to Kazakhstan), and voluntary (such as the 300,000 or so volunteers recruited for agriculture work in the Virgin Lands Campaign that started in 1954). This was combined with the disastrous effects of denomadization (efforts to settle Kazakh communities) and collectivization, which culminated in a 1930-1934 famine that saw some 1.4 million Kazakhs die, about a quarter of the republic’s population (about a million others fled the republic: some 400,000 returned, but 200,000 of this number left the USSR permanently) to produce massive demographic changes in the republic. Kazakhs dropped to about a third of the total, and Russians were over 40% - combined with substantial numbers of Ukrainians, as well as Germans and Belorussians, the republic was very “European”, and this only began to reverse in the 1980s: by 1989 Kazakhs had just barely become a plurality nationality in the republic again and were still less than 40% of the total. The ethnic composition would change very much over the 1990s and beyond.
Kazakhstan was primarily seen as an agricultural producer in the Soviet economy, much like Central Asia. But while the Central Asian republics were focused on producing cotton to the exclusion of almost all else (including foodstuffs), Kazakhstan was focused on wheat and livestock. It also developed other significant industries – by the 1980s 10 percent of Soviet coal came from Kazakhstan, as did 5% of its oil, 5% of its electricity, and a significant amount of metals like copper. Although Kazakhs were disproportionately rural and agricultural, this didn’t keep the republic as a whole from becoming urban (it went from a rural-urban split of 72-28 in 1939 to 56-44 in 1959, 50-50 in 1970 and 46-54 in 1979, where it’s mostly remained to this day). In contrast, the other Central Asian republics’ populations remained overwhelmingly rural both in the Soviet period and beyond.
So overall, in answer to the question of why Kazakhstan had such a different economic path from Tajikistan, Kyrgyzstan and Uzbekistan, I would almost have to say it’s because Kazakhstan developed more like a settler-colonial territory, with a significant influx of colonists and a development of cities and industry, while the latter developed as peripheral colonial territories focused primarily on providing a specific crop for the industrial center. This initial gap was then widened drastically by the fossil fuel exports that Kazakhstan was able to exploit by further tapping substantial reserves with an industry that had been started in the Soviet era and that received massive foreign direct investment after 1991 (ChevronTengizOil is a joint venture 50% owned by Chevron and 25% owned by Exxon; Kashagan was developed by a consortium of BG Group, BP, Total, Eni, Mobil, Sinopec and Royal Dutch Shell).