Part of it has to do with the way each network communicates. On a wired LAN you're using a switched network that allows full duplex communications. Wireless is half duplex and is susceptible to interference.
Because a wired network is switched, there are rarely data collisions because each LAN port is allowed the full use of the available network bandwidth and can detect collisions and resend data as needed. Wireless uses a collision avoidance algorithm which has a little bit more network overhead than wired networks.
A wireless network can be slowed down due to wireless interference. Interference can come from other nearby wireless networks, or from other devices that create RFI. If you have more than one device connected to your wireless network, each device is periodically pinging the network which also brings down throughput of the network. Furthermore, if you're using encryption on your wireless network there's also a little bit of network overhead being used to transmit and decode the encryption.
A few things you can try to increase your wireless network speed would be to change channels on your wireless router. There's a few free cell phone apps that let you do a wireless site survey of your home to see what other wireless networks around. Most routers use the same channel by default, which causes interference. Changing to a clear channel will help increase the efficiency of the network. Also, try speed testing your network when no other devices are connected over the wireless network.
In theory a clean wireless network should perform close to a wired network, but there will still be a slight loss of speed by transmitting a signal through the air instead of a direct wired connection. Even though you're speed testing to an outside server, a network is only as fast as it's slowest link.
