Crystal structure vs melting point
Calcium oxide is double charged, meaning the force required to separate ion pairs is much larger than Sodium chloride.

Melting an ionic solid requires you give an ion sufficient energy to become free of the ionic bonding of its neighbors.  In a simplified view, each ion has 6 neighbors in bulk (both are fcc, I believe) or 5 at surface face, 3 on corner and 4 on edge.  You need to add at least 3-5 times as much thermal energy to liberate the ions in calcium oxide as sodium chloride due to the doubling of charge from each neighbor.