As your links show, the gap is quite small: about 4.5% versus 4% for 1-year Treasuries vs CD's. That's a $50 difference over a year if you're saving $10K, likely not worth the trouble. Many investors don't understand Treasuries as well as CD's anyway, or know how to buy them.
These aren't the only comparable options, anyway: I-Bonds currently have a yield over 9%, going down November 1 to perhaps 6-7% for the next six months, but still dramatically above either of the yields you suggest. These have strict purchase limits, but presumably we're talking mainly about individual investors here, few of whom are considering putting hundreds of thousands or millions of dollars into short-term bonds or CDs.
There are also TIPS, currently with a real yield around 1.5%, which is also currently much better than a 4%ish nominal yield; there are no 1-year TIPS, but you can always sell on the open market (at risk of the value having dropped in the intervening time.)