I applied for a credit card today and they said I couldn't be approved at this time. Could you explain why I was able to get approved for a bike and can't get a credit card. It is through the same bank and I don't quit understand how that is.

Because HD has a VERY liberal loan policy, and an even more aggressive repo policy if you get late on payments. Can't quite do that with credit cards ...

You will have to ask. It could be after you got your bike...your debt to income became too high for their minimum credit card amount. Or it had to go through further approval ..meaning a person at the bank..and could not be system approved...you may get approval notification in mail.