It's all about light penetration. CFL's won't penetrate foliage and buds like HID's can. You can get some fantastic results with CFL's when used properly but I'd never expect to see comparably dense tight nuggets. Have a look at an outdoor fluorescent, they appear very bright to look at but notice how they don't cast the light very far.

Always remember, unless you can successfully grow the plant to it's optimum health then it's not going to make much of a difference what lighting is used.