It's probably the fact that shower heads have so much more surface area for stuff to grow on and live in. One minute it's wet, and then it's drying for the rest of the day. A water faucet is less hospitable to growing gunk.
Hmm; I could see it being the exact opposite. The shower head, by drying out after a single daily use, could be less hospitable to organisms that need moisture. Meanwhile a faucet, used several times throughout the day, has areas which never dry completely.