Noble gases were discovered late because 1) they are very rare on earth and 2) they are chemically unreactive.
Lord Rahleigh and Sir William Ramsay discovered noble gases by their experiments. They removed oxygen, nitrogen and carbon-dioxide from air and observed that after removing these gases a bubble of gas still remained in air. Ther realized that it must be new element. Since, the new gas was very unreactive, they named it 'argon' meaning lazy. Later on other noble gases were also discovered by various experiments.