Probably not a big surprise when considering the undergraduate admission selectivity and the mix of majors at very high research activity universities and master’s universities.
For example, in California, the UCs are very high research activity universities where most students are liberal arts majors (though they do offer more pre-professional majors like engineering majors, business, agriculture and natural resources majors). The CSUs are master’s universities where most students are in pre-professional majors and intend to enter the workforce upon graduation; they are also mostly less selective than the UCs. So it is no surprise that going on to PhD programs is more likely among UC students than CSU students.
This does not mean that a CSU student cannot go on to PhD study; it merely means that relatively few students do so, probably due to selection effects on the students (i.e. the CSUs attract mostly students who want to go to work after graduation).