For the most part, when considering the way the internet works, it's all about the path from where the data is to where you are. In general the internet does its best to move everything as quickly as it can, over the best route from source to destination. Sometimes this involves a convoluted route, a slow link, etc.
More often than not, a slow or overloaded server is the cause of one particular service being slow. Streaming is very bandwidth-intensive, and can really bog down a server. Thousands of simultaneous requests for the same breaking news article can slow down a server, too. Advertisement servers are another cause of slowed browsing.
In recent times, internet service providers, like comcast, for instance, have begun throttling certain types of traffic. This is known as traffic shaping. While many people think that comcast has overstepped its bounds, the practice continues to this day.
In short, there are any number of reasons why some services appear faster than others: the route from the source to the destination, the load on the server providing the service, and the traffic shaping policy employed by the destination's internet service provider.