Why?

Because bows only have at most x3 sneak attack damage multiplier.

Daggers on the other hand, can have x15 with the right perk.

Because bows, like all weapons deal damage?

A sneak attack doesn't guarantee a kill if they have enough hitpoints (Even though it can look pretty dopey if they have an arrow stuck through their cranium)

A sneak attack doesn't mean you will kill every thing in one shot.
Your still not doing enough damage.

Because your level is too low or you didn't distribute your perks right.

I think you need a bigger bow.

Thanks for the information guys, much and happy gameplay with skyrim ; )