A combination of lack of money, seemingly flakey hardware, and poor decision making. I was rather hard up for cash for life's basics (food, paying the utility bills, etc.) and I had been through four Vader model 2600's in a year because they kept breaking down on me. Seeing that the 150'ish games that I had collected for the 2600 combined with the value of the accessories I had added up to around $800 and feeling incredibly frustrated with not being able to keep an Atari system working for more than 2 months I decided to liquidate my entire collection.
The real kicker is that about 6 months after I sold off my entire collection I found out that there was never anything wrong with the systems at all, it was actually the coaxial port on my retro gaming CRT TV that had gone bad and was causing all the issues that I thought were problems with the systems. After learning that, and missing my old collection of Atari games something fierce, I decided to slowly start rebuilding. It's been really difficult going though, since when I built up my old collection all the local game stores had tons of Atari 2600 games and sold them for anywhere from $0.50 to $2 each, so I was able to get almost all my games locally and on the cheap. Since then almost all the local stores got rid of their Atari games on eBay because there wasn't a big enough local market for them (it was always just me and one other guy who ever came in to buy Atari stuff), and the only store I can find Atari games at locally now sells them for $5 to $10 each. Because of that it's been really difficult rebuilding my collection, especially since I'm very picky about label condition and won't buy any games with ripped or torn labels.