That's probably due to the fact that in Go there are less intermidiary goals. In chess capturing a piece, defending a piece or simply making your position better by putting a bisshop on a diagonal can be seen as a step towards winning. Thus a chess AI doesn't need to go very deep before knowing which strategies are bad. For example, chess AI's written in JS often don't go much deeper than two steps ahead but still play quite decently.
But with Go you need to build chains made of several (often > 10) stones. And that sort of calculation is very heavy for brute-force style AI, which is about all a computer can resort to at this moment.