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It all comes down to where they form in the planetary nebula. The Earth when it formed would have seriously lacked water, most of this happened later, possibly through the Late Heavy Bombardment. The issue is where the water ice line in. In our solar system, this is located at about 5AU. This means that water ice couldn't exist until it got to about 5AU from the sun. Closer in that than and it existed as water gas (not enough pressure for it to be a liquid) which caused it to be blown out towards the frost line by the solar wind.
It is expected that virtually all of the water on Earth came from comet impacts very early on in its history. As for methane planets such as Neptune and Uranus and moons like Titan... Methane would be pushed out further from the sun so it is in higher concentrations the further out in the solar system we go.
Ultimately, location is the key!
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