I think that the reason may be that consequentionalism requires more computation; you need to re-calculate the consequences for each and every action.

The human brain is mainly a pattern-matching device - it uses pattern-matching to save on computation cycles. Virtues are patterns which lead to good behaviour. (Moreover, these patterns have gone through a few millenia of debugging - there are plenty of cautionary tales about people with poorly chosen virtues to serve as warnings). The human brain is not good at quickly recalcuating long-term consequences from small changes in behaviour.