Because when you install a node, it syncs the complete blockchain. During this syncing, the blocks are parsed and verified, and a node builds the UTXO set while syncing (it aggregates from block #1 up untill the current height). This syncing process takes hours, sometimes even days (depending on your node's version, the IO capacity, the memory speed, the cpu,...). After the initial sync, the UTXO set up untill a certain height is built, so as long as you keep your node running 24/7, or at least start it a couple times a week, it can keep up with all the new blocks pretty fast, your node just parses a new block when it receives it, and adapts its utxo set accordingly.

So, when you use a full client, your PC/server already did all these aggregations in the past, so you can now see your balance instantly. If you use an SPV client (like electrum, or most of the hardware wallets), this SPV client is connected to a full node, this node built the UTXO set in the past when it was syncing, so it can also reply instantly when an SPV client querys the unspent outputs funding a certain address.