To start, this isn't entirely true. Line 21 of the Inscription reads:

King Darius says: While I was in Babylon, these lands revolted from me: Persia, Elam, Media, Assyria, Egypt, Parthia, Margiana, Sattagydia, and the Saka.

Most of these are described in the rest of the text, but not all. Assyria, Egypt, and Sattagydia (the northern Indus Valley) are not addressed. Additionally, the rebellions of Sagartia and Armenia are described at Behistun but not listed here. Of these rebel provinces, Assyria is probably the most confusing because there's no evidence in any other source for Darius' claim. The most likely explanation is just that Assyria was still governed by Babylon, and they were part of the Babylonian revolts. However, if that's the case, Armenia and Sagartia become more confusing since their revolt is generally understood as part of the larger Median rebellion. Then again, Parthia was also tied to the Median revolt, and that merited a mention on its own. Most likely, this is all tied to nuances of how the provinces were organized and valued by the Persians that are not well documented.

Herodotus also records a whole additional rebellion in Lydia, where Satrap Oroetes formally acknowledged Darius but ignored the new King's orders and taxes. Lydia may have been excluded at Behistun because it was settled via assassination rather than open warfare.

That leaves Sattagydia and Egypt, and the explanation is likely similar for both provinces: they were still in rebellion when the Behistun monument was completed. Behistun shows signs of significant revision and/or poor planning in its construction process. The Akkadian and Elamite text are not as well formatted as the Old Persian, and all three appear to have sections that were inscribed, chipped away, and moved. The figure representing the Saka appears to have been added near the end of construction. Basically, the original plan for the monument was altered as Darius continued campaigning, but that eventually, they couldn't actually keep adding more without damaging the rest of the Inscription.

Sattagydia can likely be accounted for in Herodotus' account of Darius sending Skylax of Caryanda to scout the Indus Valley and its subsequent Persian conquest, c. 515 BCE. Since the Egyptian revolt isn't documented in Greek, it is harder to track down, but Uzume Wijnsma has done a great job of analyzing the discrepancy. She compares the regnal dates on Egyptian papyri, both those bearing Petubastet's and Darius' names and those without a legible ruler's name to the dates at Behistun. Based on that data, parts of Egypt remained in rebellion until August 518 BCE at the earliest, right around the time work finished at Behistun.