Why do we find rocky material everywhere in the Solar System, but large amounts of volatile material only in the outer regions?

Due to gravity and volatile matter.

Explanation:

As the rocky matter is refractory as it forms in the relatively high and warm and the presence of the gravity also plays a crucial role in the formation of the rocky masses. The volatile matter solidifies at a cold temperature and such as those in the outer parts of the nebula and thus gas giant is cold and icy plants as they form away from the sun and have distinct gravitational compositions.