would at least like to know why so that you can keep the others from leaving.

It is also the best way to avoid burning bridges, at least with good people that you might want to work with in the future. If you are able to help them recognize and fix a problem then they'll remember that you cared enough to provide constructive criticism.
That's true even if it takes several people after you to drive the point home for them. You have little to lose because you're not likely to want to work with them unless the problem is fixed.

Tell them about any reasons you can verbalize without directly insulting your colleagues. Don't tell them they were jerks, just tell them you need to expand your network by working with new people. If you were being micromanaged too much, just tell them that your new position offers more growth because if its autonomy and responsibility.

Don't just say that you found a better paying job, especially if you are leaving an employer that contributed substantially to your training. They'll be annoyed that you are walking off with their investment. Give them some other reasons so that they know you carefully considered many factors. I recently left an employer of eleven years. I told them that I was getting a significant raise to help them understand that they were significant underutilizing me, but I also made it clear that the new job was not my most lucrative option. I accepted the position that best fills the gaps in my skill set that I could not fill working for them.

Be cordial and provide enough reasons for them to know that you aren't making the decision lightly. They'll be more likely to take a chance on you in the future.