First to clarify with all respect, we believe we are christian and are legally recognized as such, so to say most believe in Christianity would be counting the LDS church-- from an LDS/mormon perspective. However, I understand your question and am not here to debate the definition of "Christian." 
 
Why Native Americans don't believe in the LDS church is probably for some of the same reasons that anyone else in the world doesn't believe it. What those are specifically, I'm not sure. 
 
But if you are questioning this due to the belief that the Book of Mormon is about the Native Americans, and as such, Native Americans should immediately grab hold to it then your question has a different answer. 
 
The Book or Mormon ends somewhere between 400A.D. and 500 A.D. (I can't remember off the top of my head, but I think it was 420 A.D. to be exact). The Americas weren't discovered by Europeans for hundreds of years afterwards. At the end of the Book of Mormon, we see the people becoming a wicked people, who do not believe in Jesus Christ. All of the known righteous people have died except about one man. Keeping this, the date the Book of Mormon ends, and the date of discovering the Americas in mind, we can acknowledge that the Native Americans have changed A LOT. Dozens of generations have passed. So, their reasons for not believing in the LDS church would likely be the same as any other person. 
 
In closing, I would like to note that LDS missionaries are sent all over the world. I'm pretty positive that they are teaching Native Americans, as well as many other people of all different historical backgrounds. 
 
I hope this helps.