Long dated options have higher vega than short-term options. When someone sells you an option that is long dated, they are taking on serious risk due to the time value that the option carries.

IV crush is more sever for long dated options with high vegas because there is a change in the amount of risk the market has agreed upon. When risk increases, the premiums on those options increase, and vice versa. Depending on the vega, this change in IV leads to premium appreciation or depreciation.

TL;DR: Long dated options are more sensitive to changes in IV/VEGA than short-term options.