Because the number of Windows phones out there has been comparatively low relative to the number of iPhones and Androids. There just weren't as many people developing for Windows Phone, so there are fewer apps.
That is beginning to change though. You jumped on board at just the right time because with the new Windows Phone 8 OS, the platform shares many of the same parts as the Start screen on the Windows 8 desktop OS, this means developers will now be able to write apps for the Windows 8 desktop (which will have ENORMOUS marketshare) and easily port them right to Windows Phone.
There's a good selection of apps out already which should meet most if not all your needs, but I predict by this time next year you'll be positively thrilled at what you see as far as apps for this platform. Stay tuned.