Strength of intramolecular vs intermolecular hydrogen bonds
It is mainly due to kinetic motion in molecules 

The kinetic energy of molecules follows the Boltzmann distribution. Therefore, at room temperature molecules are constantly moving.

Intermolecular interaction, such as intermolecular hydrogen bonding only take place for a short time when two molecules are in each other's vicinity. Shortly after, the molecules separate and the interaction does no longer exist.

Intramolecular interactions on the other hand are much stronger since the two atoms forming the hydrogen bond remain in each others proximity due to structure of the molecule. In other words, they exhibit strain.