Oh, man, where to start.
There are a number of possibilities here. CPU architecture design and process node quality are two places to start; Intel's 14nm is a highly mature process at this point, while Zen was AMD's first crack at it and Zen+ is their first crack at 12nm. As for node quality, well, Intel owns the fabs that make its chips, like AMD used to. AMD now contracts out its fabrication to GlobalFoundries and Samsung, companies which may not have the same fabrication quality as Intel's fabs do. There's a reason Intel dumps so much dolla-dolla into those fabs.
It's also probably a function of the way the architectures work. Zen is a multi-core module design connected via the Infinity Fabric, while Coffee Lake is just a monolithic CPU die like we're all used to.