I always pay my bills on time which is a good thing but how come they never approve me for a credit card?

ok i always pay my bills on time and my credit report says good things about me i always get approved for store credit cards,but when i apply for a capitol 1 or chase, or discover,or visa they never approve my credit and so i pay once more for a credit report and it doesnt say anything negitive about my credit so i ask and they tell me i have to many open accounts but i dont see what the problem is since i always pay my bills on time someone please help me understand.