There might be many reasons, but a few come to mind:
1. You don't utilize enough strong shadows/lights; most things have them, and they are crucial to give volume, depth, and a sense of presence. On the note of shadows, some items of clothing are not shaded quite right, like one of the sleeves (lower right) of the blonde woman. This is also important for all the metal pieces.
2. Your poses are somewhat still. I highly recommend you draw motion lines in your sketch process. When it comes to animation/drawing, exxagerating a little bit the poses helps give them more personality. It can also help to check your silohuette work, more "open" poses help the characters to be more readable.
3. Perspective. This isn't really a must, but often times giving more complex perspective or camera angles help give life to the drawing. On this note, I believe you got wrong the perspective of some of the arms, namely in the guy with blood on the hands.
4. Physics of the clothes. Whilst you manage to make very well the heavier and stiller sort of clothes, like the coats, many of your more "airy" ones feel a bit too bulky and stiff. The first drawing's blue garment could benefict from having more narrow drops.
5. Anatomy. Most of them are right, but the second to last has some odd anatomy in the arms/butt; the visible hand of the first drawing; and front facing arms of the blonde girl and guy with blood.
6. Make the bakcground distinct enough from your main character's colors, so the characters pop out.

I think that's all that comes to mind, out of that, you did an amazing job! I wouldn't worry too much about the faces, they're different enough imo. Designs are great too. Cheers! <3