First, I don't believe they have "failed" entirely. There are still some around, and they're still used by a couple of companies, as far as I know.
anyway, probably because a lot of the data we want to store in a database is relational in nature.
The problem is that while yes, OO databases are easier to integrate into OO programming languages, relational databases make it easier to define queries and, well, relations between the data stored. Which is often the complicated part.