Alpha Zero defeated Stockfish after only 9 hours of self-play. On the other hand, Lc0, has been training for several months and while attaining impressive strength (to say the least...) it's still not crushing Stockfish. What can be the reason for such a dramatic difference in learning efficiency?
This is happening because AlphaZero and Leela aren't playing against the same Stockfish. If you read the paper, AlphaZero beat Stockfish 8 (it also played a series against Stockfish 9 - same logic applies however). Both these versions of Stockfish are old, and significantly inferior to the latest version of Stockfish.
AlphaZero beat Stockfish 8 by +155 -6 =839. That's a ~50 elo difference. On the other hand Stockfish 10 is better than Stockfish 8 by ~100 elo. Leela, playing against Stockfish Dev (which is even better than Stockfish 10 - the engine is continuously updated) and not Stockfish 8, could be as good as AlphaZero yet fail to crush Stockfish. It would crush Stockfish 8 alright, but not Stockfish Dev.
On a side note: it's not clear that AlphaZero would crush Stockfish 10 either, or vice versa, because elo isn't transitive: if A beats B by 50 elo and B beats C by 50 elo, it doesn't mean that A beats C by 100 elo.
Edit: To illustrate, in the TCEC cup semifinals, Leela vs. Stockfish, the version of Stockfish that played was Stockfish 270918. The last six numbers is the date - Stockfish as of the 27th of the 9th month of 2018. You can see from the link above that this version of Stockfish is roughly 100 elo stronger than Stockfish 8, so the fact that Leela performs worse against it is not a surprise.