Why small LED or CFL lamps usually has better PF than bigger one?
The Power Factor (PF) by itself does not relate to the type of lamp be it LED or CFL or even a oldfashioned lightbulb.

But ! Everyone knows that a lightbulb has a very good power factor of 1 !

Yes the bulb itself does but suppose I use a 110 V bulb on 240 V and I use a large inductor or a capacitor to drop that 240 V to the 110 V the lamp needs. Now the PF will not be 1.

It is the same with CFL and LEDs, depending on how I change the voltage to suite the lamp itself, be it CLF or LED, the PF will be different.

A LED lamp with a capacitive dropper will have a worse PF than LED with an electronic power adapter.

Often CFLs need an inductor for startup and operation. This results in a bad PF. Some CFLs use an electronic converter resulting in a better PF.

So saying that many smaller lamps are better than one large one of the same power regarding PF is nonsense.

Ten 8 Watt LED lamps with a capacitive dropper will give a worse PF than one 80 W LED lamp with a PF optimized electronic converter.

It depends on how the voltage conversion is implemented, not the power rating of the lamp.

And as Russell comments, you should not care about the Power Factor. You only should when you're a heavy / industrial user and have many motors etc rated in kiloWatts. Below 1 kW, usually no-one cares.