Quick note: I'm suppressing factors of $c$ here. Anywhere you see a $p$ imagine it's really $pc$ and anywhere you see an $m$ it should be $mc^2$.
It's just kinematics. The limitation in both cases is that, in the center of mass frame, there is enough energy to produce both products. (Since, in this frame, if you are right on threshold, both particles are created at rest). The center of mass energy squared for two particles is given by: $$s=(E_1+E_2)^2-(\vec p_1+\vec p_2)^2$$
where $E$ is the energy and $\vec p$ is the momentum of a given particle.
For the case where one particle is massless and the other is at rest, this simplifies to:
$$ s=(E_1+m_2)^2-p_1^2=2m_2E_1+m_2^2$$
And this needs to be greater than or equal to the sum of the masses of the products squared:
$$ 2m_2E_1+m_2^2 \ge (m^\prime_1+m^\prime_2)^2 $$
For the first reaction, $m^2_e$ is negligible compared to $m_\mu^2$, and so the threshold is:
$$ E_\nu\ge\frac{m_\mu^2-m_e^2}{2m_e}\approx\frac{m_\mu^2}{2m_e} $$
On the other hand, $m_p^2\approx m_n^2$ and $m_n\gg m_\mu$, so we get a different simplification:
$$ E_\nu\ge\frac{(m_n+m_\mu)^2-m_p^2}{2m_p}\approx m_\mu $$
The general idea is that you need enough energy in the center of mass frame to create particles. Since the first reaction occurs far from the center of mass frame (i.e. $\vec p_1+\vec p_2\not\approx 0$) most of the energy is wasted in giving both the created particles momentum. The second process is nearly in the center of mass frame (since $m_p$ is large), and so most of the particle's energy can go to particle creation.