One of the major factors is that quicksort has better locality of reference — the next thing to be accessed is usually close in memory to the thing you just looked at. By contrast, heapsort jumps around significantly more. Since things that are close together will likely be cached together, quicksort tends to be faster.
However, quicksort’s worst-case performance is significantly worse than heapsort’s is. Because some critical applications will require guarantees of speed performance, heapsort is the right way to go for such cases.