Because he was. Koivu, when he first came into the league, was expected to be a much bigger scorer than he turned out to be. He had a solid career but never became a big star. In 17 NHL seasons, he only cracked the 20-goal mark three times, and just barely - 20, 21 and 22.
In Damphousse's 19 years, he missed 20 six times, including three seasons that were shortened significantly due to injury or a player's strike. He scored 30 or more six times. His career points per game average is a very respectable .87. Koivu averaged a decent .74.
In playoff games, both averaged .74 points per game, though Damphouuse saw 61 more than Koivu, and won a cup with Montreal in 1993, leading the team in scoring (though Patrick Roy was the MVP).
Damphousse was a 4-time NHL All Star. Koivu was never selected an All Star. However, he did win two post-season awards, the Masterton (comeback player) and Clancy (leadership).
Koivu did have significant international play. In four Olympic Games tournaments, he won silver and three bronze. Damphousse never played in an Olympics for the reason that there were too many Canadian players more deserving. Finland didn't have that many NHLers to choose from.
For the same reason, Damphousse never played in a World Championship. Koivu won gold, two silver and bronze in four tries.
Each won a silver in the only World Hockey Cup of Hockey tournament they participated in.
So while Koivu was the more accomplished international player (with a good reason for Damphousse not having much of a record), Damphousse was the better NHLer.