The main reason for this is that the vast majority of criminals who commit capital crimes commit crimes that are punishable under state law and not federal law. State law is by far the greater part of criminal law in the United States.
There are, as you say, many federal capital crimes. However, most of them are very rarely committed (espionage, genocide, murder of a foreign official). This is a major reason why there are few criminals sentenced to death under federal law.
Most crimes are charged under state law because most criminal law is state law. That is why there are thousands of inmates currently on state death rows and only a very few on death row in the federal system.
The Federal government is currently weaning away from the death penalty. The laws which govern our country allow the different states to determine if they desire to implement the death penalty. Because death is the one error that can not be corrected if performed, the Federal government has been hesitant to put people to death. In addition, those who have been condemned to death seem to sit on death row for long stretches of time.
Some states such as Texas still use the death penalty. However, research does not show a strong correlation between use of the death penalty and a decrease in murder. Murder in most cases is a crime committed during a moment of intense anger or passion. Because of this, the person committing the act is not thinking about the consequences. Therefore, the idea of dying because of the act does not prevent the act itself.
Most citizens fear the idea of the death penalty or spending years in jail. However, there are people who fear nothing and place no value on human life. One can see why people who behave in this manner and consistently harm society would have advocates who favor them being sentenced to death for murder. Ted Bundy was one of those people. Escaping from prison and jails he went on murder sprees.
There are advocates both for and against the death penalty. The advocates against the death penalty cite research examples that the death penalty is cruel and inhumane. In the Constitution it clearly states that one cannot be subject to cruel and unusual punishment. Being put to death is viewed as this by many people. The electric chair charges a person with an intense amount of bolts of electricity causing the heart to stop. Hanging suffocates a person, and the death cocktail does not always ensure a peaceful death. In addition, many physicians are not in favor of having to administer the death cocktail. One may question why a prisoner who committed heinous crimes should be allowed a comfortable death, but many say it is because humanity does not want to become like the criminal.