This is a question with no definitive answer, but here are some factors that may have contributed to Coriolanus not being considered as one of Shakespeare’s "great tragedies":

• The play has few quotable lines or amusingly over-the-top passages. Its language is terse and much less poetic than Hamlet and others.
• Coriolanus has no particularly effectual foe or foil.
• Almost all of the action is centered on Coriolanus; he is either on stage (and the center of focus) or whoever is on stage is talking about him.
• Coriolanus’s persistent egotism makes him less of a sympathetic character than the protagonists in the other tragedies. He ends up a very lonely, unfulfilled, unrepentant character. (Count the number of times the word alone appears in the play.)