It's especially bad in math

What is? the gap between lectures and writing? or just the amount of stuff left out?

My experience with math is that more steps are left out in lectures but the lectures are clearer. I agree with CatDancer that the difference is that informal high-level descriptions are allowed in lectures. That isn't really consistent with your specific story, though, since "do you see why?" is pretty informal.

So I suspect that you're mistaken. You think you want more detail, but the texts actually have more detail and it doesn't help.

On another note, along the lines of Michael Bishop and the commenters on anonym, lectures get more feedback than writings. I don't think lectures get a lot of feedback, but people do get a lot of feedback in a one-on-one informal oral explanations; and they give a lot more one-on-one explanations than they give lectures. That probably spills over into all oral presentations, making them more informal and better (perhaps independently). Simply by switching media, they lose a lot of that experience.