Firstly, I'd like to make a note that only speculation can be done on the basis of the slightly vague question of yours.
On the first hunch, such a problem would be attributed to the fact that an internal SD-card reader is just another device; to you, such a device may seem as an integrated part of the system, but only in the sense that it's a part of the casing/tower/notebook.
The data link between the motherboard and the actual SD-card reader could be the culprit, but so could the SD-card reader itself be. This meaning that if the data link is slower than the data link between the USB-device, then you're going to get a slower performance. Other factors could depend on features such as write-cache, but such elements would usually be bypassed by benchmarking software.