I think the fact that golf is mostly played by adults is the biggest reason.
There are lessons for other sports. Baseball, basketball, soccer, etc., but adults don't play those sports in particularly large numbers. The sports that adults do play, including golf, tennis, skiing, and snowboarding, do see larger numbers of lesson-takers.
Yes I forgot to bring that up, good to note that even though football is huge, very few adults actually play the game. So you won't see much football instruction on ESPN/NFL Network, obviously on Golf Channel that is a good portion of their programing. Golf and tennis probably have the highest percentage of people that watch the sport and play it on a regular basis.