In my opinion, I believe it's because the organ that we use the most for interpreting data are our eyes, yes, our ears, tongue, skin and nose are indispensable, but our eyes are what we use the most.
You can live without the sense of smell and still live a reasonably normal life, you can live be deaf and still live a normal life unaided, but if you're blind then you're probably going to need some help at some point in time and that just goes to show how important our eyes are.
Now with regards to your question, because the brain depends on the eyes so much for most of the information it uses for its processing, it's no wonder that visual learning is so effective. A significant portion of our brain power is used in processing the images that we see and as such visual learning is just simply more efficient than other means.
Even if you were blindfolded and asked to receive a lecture, your brain would still picture everything you hear and possibly even recreate a virtual image for where you are just so it can seem as if you're seeing what you're doing. Basically, our brains are just wired to see things and that's why people learn better with visual learning.
I hope this helps.