Well, they did
existed and lasted for a more or less comparable time outside the HRE. I'll take the exemple of the town where I live, Albi, where the bishops were not only the lords of the town and its countryside, but virtually the only authority after royal's up to 1789.
And it was even more widespread in the Middle Ages, not only in
France or HRE, but in other places : the pontifical supremacy wasn't really diminished by that (and it actually fueled the Invesititure Crisis, as the pope maintained the principle of autonomy of clerical lordship against imperial intervention including inside HRE).
The main difference between ecclesiastical lordships inside and outside HRE is the absence of lasting imperial unification and bureaucratisation, while other states (late feudal and post-feudal) managed to at least enforce a royal protectorate, and more currently impose their authority.