There are several reasons this could be. First, you may simply not have cooked them enough (as sugar needs to reach a specific temperature before becoming the glossy brittle shell). Second, if you accidentally add too much liquid to the recipe, that could also cause an issue. Lastly, if you live somewhere reasonably humid, that can keep the nuts from drying out properly. Remember, as well, that the glazed pecans will remain sticky while warm but should firm up once cooled. To fix the stickiness, I recommend placing them on a baking tray in the oven at a low temperature or using a dehydrator to help "dry them out" a little.