Why did the US Airways Flight 1549 passengers stay on the wings?
Because they were told to evacuate there, if you take a look at the official audio transcript from the accident: 


  place both arms through the straps and hug it to your chest. flight
  attendants are pointing out there are a total of eight exits on this
  aircraft, two door exits in front of the aircraft, four window exits
  over the wings, and two door exits in the rear of the aircraft. once
  again, two door exits at the front of the aircraft, four window exits
  over the wings, and two door exits in the rear of the aircraft. each
  door is equipped with an evacuation slide if directed to exit... the
  aircraft jump onto the slide and move away from the aircraft.


The rear exits were largely blocked by water making the forward exits the only ones with slides, those slides were utilized as evidenced by photos included in the report:


(source)

With only half of the slides available the wings also had to be used. The wing slides are intended only for ground landings and do not double as rafts, as per the accident report


  According to TSO C-69c, Type IV is a combination inflatable exit ramp
  and wing-to-ground slide. The off-wing ramp/slides were intended to be
  used in the event of a ground, not a water, evacuation.


As such the over wing slides could not be used in this case.