Also something to consider is the shader you're using, as well as the resolution the Pi is running at. I currently cap my Pi to either 1280x720 or 640x480 depending on the emulator. Running the Pi on a CRT would kind of automatically limit the resolution, so that probably plays a big part in the performance improvements you've noticed.
However, It cannot be denied that overall, a CRT will perform better, even with these considerations, as your LCD TV has to process the video signal, whereas the CRT just takes it and displays it if it can.