That is surprising - considering how close they are. I've always ended up flying out of New York or Toronto, at what I'd consider reasonable prices. I suspect it's because of the sizable expat/2nd/3rd gen population in the northeast.
Flights are scheduled based on demand, not proximity. There are many Caribbean islands that are so close you can see them from each other on a good day, but the fastest way to travel between them is via Miami.
