But there is no reason educational non-fiction has to be dull.

It certainly doesn't and it becomes better if it is engaging. Influence: Science and Practice is well-written, interesting and flows well. It's one of the most engaging non-fiction books I've ever read, and yet I'd still rather read A Song of Ice and Fire (to stay in the realm of social manipulation).

Currently I'm reading A Republic of Pirates. The author does a great job at crafting a story around the facts. Pirate history lends itself to Great Man History so it's easy to focus on a couple of people and weave the narrative around them. But because the book is intended to inform the reader on historical events (as opposed to simply be entertaining), it can't cheat to make things flow better than they do. A story can bend the rules a little, have Blackbeard be somewhere he really wasn't. Non-fiction doesn't have this flexibility.

Fiction and non-fiction play by different rules, and fiction's rules make it easier to be fun and engaging.