why is CFL more sensitive to low temperature than the LEDs?
It's the way they work.  

LEDs are entirely solid-state and DC.  Apply power, zing, light comes out.  LEDs don't care about temperature (though the AC/DC converter behind them, might.)  The LED lights as fast as the power supply/driver can self-test, sync with its dimmer, and come up. That varies by power supply.  For a 12V battery feeding a light strip, it is instantaneous.



Fluorescents are a type of arc-discharge lighting (like neon, metal halide, mercury vapor, high and low pressure sodium, etc).  They have a long pressurized tube full of magic gas, and they "strike an arc" down the length of the tube, which ionizes the magic gas and makes it emit light.  The gas is not a particularly good conductor of electricity, so getting that arc started is tricky. And this process is rather sensitive to temperature, operating frequency, and the sophistication (i.e. cost) of the ballast.  

An instant-start fluorescent blasts an extra-high voltage to try to force a start, but this accelerates bulb wear. To remedy this, a rapid-start fluorescent (ballast) adds an intentional, fixed delay while it heats up small "filaments" in the end of each bulb.  A programmed-start ballast detects when the bulb has warmed enough to strike - but that can be 3-4 seconds in extreme cold! 

Electronic ballasts are also able to operate at the ideal frequency for fluorescent bulbs - unlike old ballasts which are chained to the far-too-slow 50Hz or 60Hz power (visible to some, and to everyone when the lamp is struggling due to cold.) 

Any discharge lighting will struggle in the cold.  However, the "high intensity discharge" family (metal halide, mercury vapor, sodium lights) operate VERY hot, so ambient temperature quickly becomes irrelevant.