They don't get "hotter" overall. The problem with LEDs is that most of that waste heat is produced in a tiny element - the actual LED chip - which is difficult to cool down because you can't surround it completely with heat sinks. The meager heat sinks you can put on the back of the chip are not so well connected thermally with the environment.

A CFL has a much larger volume to produce that heat, and a much larger surface area to radiate it; and even if it got very hot it wouldn't care that much. A LED is a tiny speck of semiconductor that bears the brunt of a lot of energy, and it's not rated for operating at high temperature.

It's like normal sunlight warming up the palm of your hand versus sunlight focused to a point by a palm-size loupe - it's the same total energy, but one is nice and warm whereas the other can cause serious damage.