Given enough time, they will. But that’s on timescales that make the current age of the universe seem like the blink of an eye.
In the shorter term, the answer is because they’re made mostly of hydrogen and helium. Those two elements are extremely difficult to freeze solid. Even the faint light of the distant sun will keep them gaseous. They also retain heat from the formation of the planet itself. Gas giant planets are extremely hot in their lower atmospheres.
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