During the 19th century, the only reason for an alien to become a citizen was in order to achieve the right to vote. He (or she) did not need to become a citizen in order to buy or sell property, hold a job, get married, or to do anything of a personal or social nature. Many aliens lived most of their lives in this country and never began and/or completed the process of naturalization. This connection between naturalization and the franchise explains why the majority of naturalizations occur during Presidential-election years. During any year, the majority of petitions are filed in the weeks just before the primary or general election. It also explains why very few women bothered to become citizens on their own (http://www.phila.gov/phils/docs/inventor/natz.htm)
I guess they didn't feel it was important to their success in the US to go to the trouble to file for Naturalization.