The problem is that there's several layers of encoding and encapsulation, each with their own type of error correction and bits of extra information, and the system was designed to hide all the layers from the end user; in its normal mode of operation, the final output of the CD drive is audio (digital or analogue), not the contents of an “audio file” or anything like that. There's also the fact that audio CD drives aren't designed for truly random access (jumping to different tracks is approximate IIRC). So it's a problem to dump because there's many options for which layer to dump, and it depends on the drive which layer you can get to, and whether you can get it without error correction already applied.

For data discs (or more accurately, the data portion of a disc, because some discs have other types of content on them too), the drive essentially functions as a standard random-access block device, just like a hard drive or floppy disk. The error correction etc is still hidden from you, but as long as your entire disc is just data, there's an easy, obvious thing to dump: the bytes of that block device.

In addition to what the sibling says, CDDA discs have less error correction than CDROM discs. Each audio sector (frame) carries 2352 bytes of audio data, while a data sector carries just 2048 bytes of data; a different coding is used to reduce bit errors, at the expense of storage capacity.

On top of that, the audio extraction mode (in the drive) is usually optimized for constant-time delivery rather than accuracy; if an audio sector is damaged, most players will opt to deliver inaccurate data rather than stop the audio stream altogether.