Copying Files faster in Terminal

[dataset]

I was copying about 900 megabytes of files and folders to a FAT32 flashdrive and it said it would take around 989 hours to finish in Finder, and believe me, it was going really, really slow because it took forever to copy a kilobyte. So I decided to open up terminal and just copied the whole 900 megabyte folder with a cp -r command and it is going a heck of a lot faster.
Now my question is, why would this be?