We don't know the exact reason why God did not speak to the Gentiles the way he spoke to the Jews because God does not tell us. However, that does not mean we can't offer some possibilities based on what we see in Scripture.
We know that only the people of Israel received the Law and the work of the prophets (Rom. 2:17-20). God chose the Jews (Deut. 7:6;14:2; Psalm 33:12) to be separate from the Gentile nations (Deut. 7:3; Neh. 10:30; 13:23-31) and to be holy (Lev. 20:24; Ezra 9:1). Why? Because God chose Israel to be the nation through which the Messiah would be born and then all nations would be blessed (Gen. 12:3; Gal. 3:8). Therefore, it seems reasonable to say that God did not speak to the Gentiles the same way he spoke to the Jews because God only needed one nation through whom the Messiah would be born, and he only needed one nation to receive the Scriptures which pointed to the Messiah. One nation was sufficient because only one Messiah was needed.