Because not every state agreed to it. Also because some people saw it as the first step to a new king, in other words, a new tyranny. Also people were afraid of this because they just had a war a few years back because of the same issue. Since not everyone like the new idea, people voted against it and all states needed to accept it in order to ratify it
Majority of people easily did agree that the constitution(not pronoun) for the nation had to be changed. But some disagreed and thought some ideas were to radical. People were afraid that the military forces that they spent would go to waste real quick if they submitted to big powerful government. People wanted their rights protected and they felt the federalist threatened that which is why the feds created the bill of rights. Anti-federalists occupied mostly in the west(during the time) and in the rural areas like the south. The anti feds will become democratic-republicans.