all due to the unreliable nature of UDP.
But the most important thing is, that if you do it large scale*,
you have to wait for some sort of reply anyways,
either TCP SYN|ACK or some application data. This time of "waiting"
can be used to SYN/request yet another 10,000 hosts.
Thus, how fast a scanner is does not depend on UDP or TCP,
it depends on the upper protocols.