Capacitor Size

Because to get more capacitance requires more plate area (A), given that the distance between plates (d) is reduced as much as practical for a given dielectric. Since electrolytics use a very thin chemical dielectric to give the minimum practical distance between plates, they have the largest capacitance of any capacitor type for a given physical size.

One interesting rule of thumb that follows for this is the size of a cap can be estimated from one cap of that series. As crutschow correctly states the plate size for a given capacitance follows from the dielectric, since a minimum spacing must be maintained for a given voltage.

The rule of thumb is for a given series voltage x capacitance is proportional to the physical size.

So say you have a 10 uF 10V cap, but need a larger voltage. A 10 uF 20V cap would be larger, but if you could get something close to a 5uF 20V cap it should come in the same case size.

Saying the same thing in a different way, the manufacturers always use the closest spacing they can for a given voltage rating, then add more area to get larger amounts of capacitance.

Great advancements have been made in thin film (insulator) technology in the last 20 years. Capacitors are a LOT smaller than they were 20 or 40 years ago, but 100 uf still requires 10 times as much total area as a 10 uf capacitor.