Could be because they actually report on what is going on... the MSM basically ignores all things bad related to Obama....
That's it. Fox News in virtually every single time slot continues to pull more market share than all the other cable news channels combined. Why? Because they stick to a story like terriers and fully vet all the available information to be had. All the others may report something critical or embarrassing re Obama or the Democrats, but then they quickly move on and you don't get any more information.
Also Fox is equally critical of misconduct, ineptness, mistakes, or inappropriateness regardless of whether it is from the left or right. If Boehner's approval ratings are down, you hear it on Fox along with competent commentary of why they are down. If Obama's approval ratings are down, you hear it on Fox along with competent commentary of why they are down. If the GOP takes a hit in approval, Fox thoroughly explores that thoroughly without all the ad hominem and sometimes downright hateful rhetoric you get from MSNBC.
Fox simply does better research and analysis than CNN does though CNN has been really trying to clean up its act lately. I figure the better folks do try to get on at Fox where they are much less restricted or muzzled by station policy than they would be at any of the other cable news organizations.