Because WCF is passing back a SOAP envelope with the exception data. It's trying to be nice and give you everything you might want to know because WCF was developed with giant data pipes in mind, not being frugal and giving you only what you need.
You might be able to change the error formatting on the server side. Here's some MSDN info: http://msdn.microsoft.com/en-us/library/vstudio/ee513227(v=vs.100).aspx