Creatures are a lot easier to remove, and I think that is why they pose less of a problem. They can also be blocked (usually), which typically negates a good portion of their threat. In short, they are the easiest permanent to find answers for and they don't even need to be destroyed to be neutralized. Creatures are the most balanced permanent type in the game (if they are fairly costed that is).
Non-creature artifacts and enchantments on the other hand almost all grant some kind of reusable (or static) ability that can't be countered easily (without removing the permanent), and so they generally have more impact on the game. With that said, artifacts and enchantments usually only do one thing, and those that do multiple things usually don't do any of them well (or at least not in a cost effective manner). There are exceptions of course, and those happen to be really powerful cards that have been banned at one time or another in one format or another (Necropotence, Jitte, etc.).
Planeswalkers are essentially non-creature artifacts/enchantments on steroids. They all do more than one thing, and the things that they do are completely free after you pay an initial cost. And this is where the real problem comes in. Every single walker that has ever been printed will win the game single handedly if it is not dealt with in a timely manner. They essentially are a free source of CA over time, in addition, they are also their own combo engine (because the ultimate ability is generally so powerful that it is game ending). In a way, they also serve as a ramp effect since the turn after you play them you get to use all your mana for a spell plus you get to use a free ability on the walker (which is nothing more than a sorcery when you get right down to it). The design of this card is IMO awful for the game as it breaks one of the most fundamental mechanics of Magic - mana (having to spend mana for an effect). When you get something for nothing (or next to nothing), the game breaks down. All of the most broken game warping cards in the game do this (library, sol ring, mana drain, moxen, etc.). After all, Magic is a resource management game. If you don't fairly cost the resources, your game stops functioning correctly.
Making walkers attackable with creatures and targetable with burn is the only thing that has kept them from completely warping the game beyond recognition. Because most decks have a built in way to remove them quickly (which again is REQUIRED based on their design). Unfortunately though, it has changed the focus of Magic - towards a more creature oriented system - and it has ushered in a disturbing level of creature power creep. And that has caused it's own set of problems.
To those that played this game since the very beginning (two of my close friends - I started sometime around Kamigawa) and haven't been keeping up with the times, Magic is almost a completely different game now. Some would call that an evolution, but not all changes IMO are positive. Some of us didn't want the game changed the way it has been changed. Of course, that is what I love about cube. I get to preserve Magic the way my friends and I remember (while still playing a lot of new cards - though this is proving a difficult thing to balance).