Because CFLs were designed after their form factor was designed, and it’s really expensive to make a good ballast that small. Florescent tubes have the ballast mounted separately, and it has room to be as big as it needs to be. The ballast in a CFL has to be cheap enough to be disposable with the lamp itself when it goes bad, and small enough to fit, which means it has to sacrifice lifespan and effectiveness at it’s job. An inefficient ballast wears out the lamp faster, and itself degrades faster.

Well you have to appreciate that’s anecdotal evidence, and presuming that you’re using both kinds of bulb in the same way there’s really no reason why that should be happening. Like for like, a CFL bulb should last anywhere from 6-15 times longer than an incandescent, and an LED should last more like 25 times longer. This doesn’t mean that all CFL bulbs will last that long, there’s always defective units, power fluctuations, ambient temperature, high numbers of cycles - these can all reduce the lifespan of a bulb.

Unless you’re using especially cheap bulbs, I’d guess your usage or power supply isn’t conducive to long bulb life.