I guess because Cambridge to King's Cross has regular services that run non-stop whereas to Liverpool Street it stops at literally everything. It's quite a bit quicker to King's Cross than Liverpool Street, about half hour faster! and the cost is the same regardless of which terminus people go to. I live in Cheshunt, so on the West Anglia Main Line, I've noticed the train tends to pick a sizable number of people at most stops so by the time it reaches me, the train is almost full if at certain times of day if I take that service.