Why did the Prophet, peace be upon him, not marry Lady Maria al-Qibtiyya, may Allah be pleased with her, despite Islam's prohibition of slavery, and the presence of other concubines he had whom he did not marry?

It is incorrect to say that Islam prohibited slavery. Rather, it encouraged emancipation and opened its doors to it. As for the Prophet, peace and blessings be upon him, taking Maria the Copt and other slave women as concubines without marrying them, this is because the Sacred Law prohibited marrying slave women unless one could not afford to marry a free woman and feared falling into sin. The Prophet, peace and blessings be upon him, did marry Safiyyah and Juwayriyah after emancipating them.