It's not necessarily that they were less advanced. The Aztecs had irrigation and plumbing as well as city infrastructure that was superior to what was seen in Europe at the time. They didn't have weapons on the same level. And the trick is that doesn't matter how advanced your art is, how great you are at agriculture and growing plants, what sort of medical advances you may have made, if someone else has better weapons and can conquer you.

Now, part of these you also is that Europe was in a sweet spot that allowed for rapid technological growth compared to most of the rest of the world. It wasn't just comparatively easier access to metals, but also that the Mediterranean Sea and many large rivers made rapid communication between different civilizations much easier, and that made it much easier for information to travel and thus improve. If someone invents something in Rome, it was very easy for that knowledge to make it to France, where it could be improved upon.

Likewise, the easier proximity between nations in Europe encouraged wars, which also made them focus a lot more on weapons technology development.

So while there are many ways that the natives of the Americas had developed, their weapons technology was nowhere near enough to stand the chance against the Europeans. That, combined with the impact of diseases that the Europeans brought, since they were more used to keeping domesticated animals, and of us getting more diseases from those, meant that the Native Americans didn't stand a chance.