Here is a glimpse of what goes on in hell:http://www.accesstoinsight.org/tipitaka ... .than.html
So between the racking pain and tortures, don't think beings born in hell can set aside time for dhamma learning.
Beings that are born as petas or hungry ghost are just constantly hungry. You need just look at yourself as a human to know that when you are hungry, you pretty much can't do anything until you have eaten. So imagine feeling that 24/7, how can anyone learn anything in that state.
Beings that are born as animals have very basic instincts which needs to be fulfilled. So its eat, propogate, rest, sleep and eat. Besides, how do you teach them dhamma when they do not have the faculties to understand complex language beyond the redumentary communication tools they are bestowed with?
Beings born in the asura realm are constantly angry and warring with each other and devas. I think they may have some chance to learn the dhamma but maybe due to their state of mind, being angry all the time, they do not have the requisite to learn it.
Most beings born in the celestial realms are previleaged, enjoy sensory pleasures that are highten to such an extent they don't experience suffering or are in a constantly blissful state, so they are unlikely to think about learning the dhamma.
Wheras we humans are most fortunate to be exposed to both suffering and happiness. Beacause we get to see and experience both sides of the coin and have the right faculty of learning, we have the highest chance to be awaken.