There are at least 9000 threads about this very topic
The "Why" is a very complicated question. The answer involves physical architecture differences, the structure of rendering APIs, game programming trends/codebases, politics, economics, and a whole bunch of stuff that's impossible to sum up in a thread. Asking "why" tends to start flame wars without answering the question.
So don't worry about the "Why", just overclock your CPU as much as you can. If you aren't satisfied with your performance and want to buy a new CPU, look up benchmarks of specific
games you play from multiple sources, and buy based on that.
If you REALLY want to know why, take some computer engineering and game programming courses.