Now, we know that the composition of the outer planets tend to contain a much higher ratio of ice over rock.  So the lack of Earth-like moons around the outer planets that this could be an artifact of the fact that in our solar system, all the gas giants are beyond the "ice line".
But could other factors be involved too? If Jupiter was at the distance of the Earth (probably by migrating in), then is it unlikely for it to have a moon of Earth's mass or greater?
 This is probably because the amount of rocky material falls off with distance from the Sun, but this is not true for icy material because icy material will volatilize if it's too close to the Sun.