Mainly because Federer was by far the best at blocking back big serves in their primes. Roddick likes to use his big serve to stay ahead and be able to put enough balls in play on his opponent's serve to get wins. Against Federer, he can't do either. Federer takes the initiative early and wins most of the rallies and Roddick doesn't have nearly as many easy serve games as he likes to feel comfortable in this match up. And defeat and defeat starts to wear on you after a while, even for a fighter like Roddick.
"Certainly the most talented individual, the most well-rounded
... to play this game." - Jason Goodall
We should be appreciative of Federer though, because we will never see anything like him again. The fact he can still compete for slams ever after the erosion of his physical skills is really a greater testament to the natural talent he has than the period of time when he was dominating the tour.