There's a very good reason. Podcast downloads have nothing to do with iTunes. Podcasts are distributed through iTunes via RSS feeds, but they're hosted independantly. What this means, if you're not well-versed in web technology, is this...
When it comes to iTunes music, movies, TV shows, and anything else you pay for, the files that you download are stored on Apple-run servers and web hosts. They regulate those downloads to ensure they are fast and reliable.
Podcasts on the other hand, have nothing to do with Apple - they're submitted and hosted by individuals for free. This means if you want to have a podcast on iTunes, you have to host your own files someplace and merely tell Apple where they are so that people can download them.
Long story short - if you're experiencing slow download speeds with a podcast, it's the podcast creator's or host's fault, not Apples. Apple merely provides a common place to find podcasts. After that, they merely point you to where they're stored.