I do not know how you performed the experiment. I have found this recipe on the web and I encourage you to read through and find out if you did something differently. To me it looks that adjusting the pH is very crucial. The forming of coacervates depends on the pH, the ionic strength and the concentration of the reactants.

Materials
1.safety goggles & lab aprons
2. compound microscope, slides, cover slips
3. test tube rack with clean small culture tubes (13x100 mm works well)...one tube per student.
4. one medicine dropper per tube
5. one dropping bottle with 0.1M HCl solution
6. pH paper in dispenser with color code
7. one 50-ml beaker with coacervate mix (5 parts of 1% gelatin solution + 3 parts 1% gum arabic solution.). You can make the 1% solutions day before lab. Mix the two solutions (5:3 ratio) day of lab, then dispense into little beakers.

For 5 classes, the following batches should be ample:
Add 5g gelatin powder to 500 ml of warm dist. water (in 1000 ml beaker on hot plate with magnetic stirring rod); heat and stir until dissolved. A pinch of mold inhibitor seems to help.
Add 3g gum arabic powder to 300 ml of warm dist. water (in 600 ml beaker on hot plate with magnetic stirring rod); heat and stir until dissolved. A pinch of mold inhibitor seems to help.

Procedure:
1. FOR SAFETY, be sure to wear goggles and aprons. You will be working with dilute acid in dropping bottles, and accidental splattering can occur. BE CAUTIOUS!
2. Set up your microscope and clean a slide and cover slip.
3. Half fill your culture tube (gelatin) : carbohydrate (gum-arabic). Using your dropper, put a drop of the mix on pH paper. Read and record the pH of the mix.
4. Add a drop of acid to the tube; cover end with stopper (or finger tip) and invert once to mix. It should turn cloudy. If the cloudiness disappears, add one more little drop of acid and invert-mix. Do this until it remains cloudy. (This should take no more than 1-3 drops total; if you are adding more, there's something wrong; start again).

When it stays cloudy, put another sample drop on pH paper. Record the pH.
5. Place a drop of the cloudy suspension on a slide, add cover slip, and search under low power (40-100x) for something which looks like spit (for want of a better description!)... clear irregular bodies with rounded shape, often with tiny bubbles inside.

Starting with a small diaphragm opening at first might help, as coacervates often have very thin delicate outlines, and may be hard to see if light is too bright, and the small aperture causes these fine lines to appear thicker and darker. Movement will not be noticed immediately; you might see some after viewing for awhile. You can go to higher power (400x) for closer look. Draw a typical coacervate or two. If you have a chance, take a look at some of the coacervates found by other students.
6. Add drops of acid (invert-mixing after each drop), count the drops until extreme cloudiness disappears (2-3 additional drops). Record the pH.
7. Before doing the lab, try predicting the approximate pH with each added drop; record these in the "predict. pH" column of your data table. Also, if your text has a picture of a coacervate, draw it on your worksheet, as a "predicted coacervate".
8. When finished with the lab, clean up and begin the discussion questions.

Coacervates will only form under acidic conditions. You didn't specify how much HCl you added but based on the online protocols for growing coacervates it is very important that you add enough HCl after mixing of the gelatin and the arabic gum so that the pH of the solution is acidic.

Below I pasted a descriptive protocol (probably similar to what you did) for growing coacervates. The percent solutions of gum, HCl, and gelatin, and methylene blue in this protocol are identical to those you used.

Your pH may not have been acidic enough to form the coacervates. You should add the HCl until you see a white precipitate as explained below. If it still doesn't work, it's possible that you have formed the coacervates but couldn't detect them because you didn't add enough methylene blue. Or maybe your reagents were not prepared correctly or your ratios of arabic gum and gelatin were not correct.

Descriptive Protocol:
1. - Use a pipette to add 3 ml of gelatin solution (protein source) to a mixing container.
2. - Using a second clean pipette, add 1 ml of gum arabic solution (a carbohydrate source) to the mixing container. Mix gently. You shouldn't see any evidence of coacervates at this time. These structures form only under acidic conditions.
3. - Use a third pipette to add one drop of acid (HCl) to your mixing container. When the acidity (pH) is sufficiently active, this will promote the formation of coacervates. Use the pH paper to record the pH of your mixture.
4. - Continue adding HCl drop-by-drop while recording your observations in the results table. Eventually cooperate droplets will form as a white precipitate. Make sure to take pH measurements as you add the HCl.
5. - Once coacervates have formed, draw up a sample of the mixture and place it on a microscope slide. Note the structure, shape, and appearance of the coacervates.

Make a sketch in the results section. Then place a drop of methylene blue on the slide and describe what you see. Make a second sketch in the results section.After you have observed the coacervates, continue to add HCl to your mixing container drop-by-drop. Take the pH and record your results in the results table until the droplets disappear.