Just taking a WAG, but tank-bred fish are, from birth, accustomed to being in a closed environment, and being fed. They're not plucked out of the huge ocean environment, living and feeding how they evolved to do. There's undoubtedly a much shorter time from the supply facility to the retailer, a whole lot less stress.
Wild caught fish sometimes have to travel halfway around the world, in a very short time, and probably ocassionally done by people who may not have the highest regard for the fish's health and wellbeing . . . I would imagine that wild fish suppliers have a standard, acceptable die-off percentage, so they're essentially figuring on some of their stock not surviving shipping from the ocean to the customers.
I have heard that there's sometimes some physiological differences, such as in coloring between captive-bred and wild.
There's also the issue of the negative impact that unregulated (and sometimes by using unscrupulous methods such as cyanide) harvesting of wild fish on the reef environment have.