Why in the CFL do they sometimes have short punts as compared to some NFL ones I have seen?

Well, there is no fair catch rule in the CFL. Instead, there is a no-yards penalty for touching the ball before the receiving team, and even the kicker can try to possess the ball if no one else touches it. Recall the 1-point a team scores for kicking into the end zone; this draws from the game's origins from rugby. The team may wish to keep their punt out of the end zone, where although they would score 1 point, their opponent would start at the 35 yard line. If the team tries a short punt, they could pin the other team deeper. Otherwise, the advantage is to hit longer punts, but remember, it is a game of field position.

Edit: Also originating from rugby, ANY player can punt the ball back from any play, where ANY player can then try to recover it. Imagine hitting a long punt, only to have it punted back by a player to his teammate, with significant gain in yardage.

Field position is an important part of the game so a shorter punt that has no return and pins the opponent deep on their end is a good stategy