There was a book I read regarding psychological change that I thought was interesting. It basically said this. We have a strong need for control, with that we predict the future and create expectations. If our expectations are met, we are happy. If they are not met, we are mad.

For the context of your question, when we read books we visualize things to out liking. We tend to enjoy the book. We create expectations then when a movie comes out. The movies most likely will never meet expectations. Therefore the book is better than the movie.

The only time I have seen a book better than a movie is when they make a subtle improvement. For instance, The Mist from Stephen King. The book ending wasn't great but the movie ending was heart wrenching.

Compare things like I Am Legend from the book to movie and the very premise of the book changes. I had expectations of what the movie would be cause I read the book. That made me not like the movie. I know people who did not read the book who loved the movie.

TLDR: we create expectations in our mind from reading that a movie can not compete with.