The reason why is a CPU is slower than a GPU. CPU process slower than GPUs.
Most modern CPU can only do a few Gigaflops(up to 20). A Pentuim 4 can only do 6GFLPOS. Althon 64 can do up to 9GFLOPS. C2D can only do around 12-15GFLPOS. Most high-end CPU, like Intel Itanium 2 with 4 CPU, dual-core can only reach around 45GFLPOS.
But a Graphic card can do up to 400GFLOPS. The X1950XTX can do around 375GFLOPS per second. In Crossfire, it can reach up to 750GFLOPS, equivalent to 31 Xeon 5100 processors. Nvidia Geforce 7950 GX2 dual-GPU card is rated at 384 GFLOPS and Ageia's physics processor at 96 GFLOPs. The 8800GTX, by itself can reach 520GFLOPS.
Only if our computers' CPU is made of a GPU, then it would be super fast.
That is also how supercomputers are made, with something similar to GPU.