Its all about bonding.
Elements with full outer shells are happy with their electrons and have no desire to either pick up more or shed the ones they have. Elements with incomplete shells strive to fill them by forming bonds with other elements so they can share electrons and achieve a happier state.
For example, chlorine (one electron short) and sodium (one electron too many) can play nice together (both achieve filled shells) when sodium gives up and chlorine gains an electron. The charged atoms that result tend to stick together (electromagnetism is strong) giving crystals of common salt. Other atoms can for different types of bond to share their electrons.
Bonding creates bigger entities than single atoms and bigger entities are more likely to be solids or liquids than a single atom. This is both because of their size but also because molecules have more ways to interact than atoms do. Water molecules have lots of ways to stick together compared to, say, neon although their mass is similar. The bonding in water creates dipoles that attract other water molecules in ways that two atoms of neon don't.
So noble gases don't form many bonds with other atoms and, when other atoms bond they create new entities that are more likely to stick together making it more likely that they will form liquids or solids.