This is because the outermost electron of the alkali metals is in a different electron shell than the inner electrons, and thus when it is removed the resulting atom has one fewer electron shell and is smaller.
ðɪs ɪz bɪkˈʌz ðɪ ˈaʊɾɚmˌoʊst ᵻlˈɛktɹɑːn ʌvðɪ ˈælkəlˌaɪ mˈɛɾəlz ɪz ɪn ɐ dˈɪfɹənt ᵻlˈɛktɹɑːn ʃˈɛl ðɐn ðɪ ˈɪnɚɹ ᵻlˈɛktɹɑːnz, ænd ðˈʌs wɛn ɪɾ ɪz ɹᵻmˈuːvd ðə ɹɪzˈʌltɪŋ ˈæɾəm hɐz wˈʌn fjˈuːɚɹ ᵻlˈɛktɹɑːn ʃˈɛl ænd ɪz smˈɔːlɚ.