Many, many big power-smoothing capacitors inside those jumping from 0 to 120V in a microsecond, that's why. The better-smoothed the power supply, the more capacitors and the bigger the sparks tend to be, although some really high quality ones put most of them behind inrush-current limiters to reduce the sparking, but that can also marginally reduce efficiency. High power electronics are always a bit of a tradeoff. The problem is that capacitors charge and discharge almost instantly in most cases, and when empty they act like a short circuit until they're filled, so they can create some pretty big sparks, even though the actual energy going in is minuscule by any reasonable measurement. It's almost like a static shock, huge spark, tiny energy.

Some motors will also spark badly when disconnected, but the reason is slightly different. They have a huge electromagnetic field which suddenly fills or collapses and that inductance in the coils can draw a lot of amps on startup and generate some pretty high voltages, more than enough to spark across the gap. Like the capacitors, they are very nearly a short circuit until they start moving.