1) So, why does Io even have volcanoes?

• Close to a massive object.
• Large moon, so it feels a big difference in gravity between near side and far side.
• Wants to get into circular orbit, but resonant moons keep pulling it into an eccentric one.
• Plus, other moons produce tides, too.

2) Why don't other moons in the Solar System have volcanoes?

• Other moons aren't close enough (e.g. Europa)...
• ...or they're not orbiting a huge planet (e.g. Earth's Moon)...
• ..or, other moons aren't large enough to feel large differences in gravity between near and far side (e.g. Amalthea).