This is a broad response for any country with a progressive tax system (basically all of them), which means that you pay incrementally higher tax for each new dollar of income earned.
In short, your average rate of tax on your income is lower than your marginal rate of tax. Your average tax rate = your final tax bill divided by your income. Your marginal tax rate is what an extra dollar of income would be taxed at. Your marginal rate is higher than your average rate, because your marginal tax rate goes up on additional income earned in a higher tax bracket.
Example: in California you pay ~2% taxes on income between 17k and 41k, and 4% on income up to 65k, and federally you pay 10% on up to $10 in income, and then 12% on income up to 40k, and then 22% on up to 80k. So from this information alone, if you had ~40k in income your rate would be about 2% CA + about 11% federal = ~13%. But every extra dollar you earn would be taxed 4% CA, and 22% federal = 26%. So that new dollar is taxed 26%, because that is your marginal tax rate. [Note - that extra dollar of income would have 26% whether it was earned by a bonus or regular wage].
This is even before considering your standard deductions, which further reduce your average tax rate, but have no impact on your marginal tax rate.
What this means is that when your taxes are withheld, they are withheld based on your expected salary for the year * your average tax rate. But when bonus taxes are withheld, they are taxed at your marginal tax rate at that point in time.
So if you look at your paystub with a bonus, it shows a higher rate of withholding, but that is an illusion. Your regular pay, if it increased that much for the rest of the year, would have the same ultimate impact on your net taxes, you just don't see it that way because you see your regular paystubs including the low rate of tax on lower chunks of income + standard deductions etc.