I think it boils down to the fact that supermarkets and general lighting stores can purchase CFL's in serious bulk and always give you a lower price than grow stores. And the LED technology changes rapidly and the market is dominated by small 'boutique' style companies that build using the most up-to-date technology so LED is very risky to stock. Nobody wants yesterday's tech.
I don't use either, but I definitely won't knock 'em after what I've seen people do with them. They do work really well in the right hands.