A multitude of reasons, but essentially baseball overtook it coming out of the US Civil War. Plenty of former colonies have other preferred sports. The GAA in Ireland is an example of a entire sports organization established specifically to offer an alternative to British originated sports (and before modernization mandating Gaelic language and prohibiting players to partake in other British sports like Rugby/Cricket).
Anti English sentiment and politics played a role in the US post the war of 1812.
I think it’s also important to remember in context that most sports until the early/mid-20th century were amateur/ club-based and not professionalized as it is today, and even formalized team sport for the masses is a relatively new thing (just not that much leisure time in agrarian society). Talent and investment follows whatever the markets dictates and many factors play a role in a population’s tastes and preferences over time.
Plenty of good write ups online.
https://www.atlasobscura.com/articles/cricket-baseball-american-sport.amp