My 9 year old hasn't lost any teeth yet what is the problem?

Could be a problem. I would make sure he has a visit to the dentist. May need x-rays and certainly needs an exam. Ounce of prevention here coulld be worth a pound of cure and a bank vault full of money. Get it checked.
Dental problem? Permanent teeth start at age six but if your child has intact teeth at age 9 he must have good teeth or started late in teething. Pls consult a dentist.
Could be... ...Your 9 year old may have genetically driven delayed dental age, or it could be a systemic problem, or it could be missing permanent teeth, or so many other things. You really should see an orthodontist, a cranio-facial growth and development specialist, for differential diagnosis.