You are wrong, the capital IS there, Africa is rich, it's just the capitsl is leaving for US, Europe, and Asia, instead of staying in Africa because of colonial history.
Nigeria, Kenya, Uganda, Senegal, and Ghana are all building competitive local financial markets and private sector players.
There are plenty of Sub-Saharan states are remain perpetually underdeveloped, but that's ignoring plenty of foundational work happening in plenty of other African states.
The main difference is administrative capacity - some states have relatively decent bureaucracies and administrative norms, others don't.
It's up to individual countries political and economic leadership to decide which track they want to take.
But we also have to be honest and concede that while the others may have usable rule of law to varying degrees, Nigeria has a looong way to go in this regard. Uganda could use a bit of help as well in that dimension.
Each African country has a different context, and it does a disservice to laggards and over performers to club everyone as "African".
There are unique administrative hurdles and innovations that African countries have to either spark industries or smother them.
Humans are the same irrespective of our country of origin - the main difference is how public and private institutions manage humans.
There are others, such as forced structural adjustments (e.g. privatisation) and currency control (in the case of the French and former West African colonies).