Krazy Glue is a specific brand of CA glue. It is marketed to low-end hobbyists in minute (0.7oz) tubes; while those tubes are resealable, my guess is that the expectation that most purchasers will use it once, reseal the tube but then allow months to go by before trying to use it again, with the result that a significant portion of the tube is wasted. Staples is currently advertising it at $2.49 for a single tube, which translates to $3.56 per ounce of CA glue.
The materials that wood turners use are different in several respects. A significant difference is that it is packaged in larger quantities - typically, the smallest container sold by the wood turning suppliers is 2 ounces. Vince Welsh sells a 2.5 ounce container for $6.95, or $2.78 per ounce; it's possible to purchase much larger quantities directly from manufacturers. The containers are high-density polyethelene bottles with resealable spouts, and it's possible for purchase replacement spouts if one becomes clogged. Wood turners tend to use a lot of the stuff, so I would expect that they have less wastage; that said, it is not unheard of for a bottle to go bad and have to be discarded.
The wood turning product comes in several viscosities - thin, medium and thick. The thin is roughly the same as Krazy Glue (and similar products), and it used to seal cracks in wood, and as a finish. Medium is a bit thicker, and is used to with infill materials. Thick is pretty pasty, and is typically used to adhere components of turnings. For example, a finial might be glued on using thick CA. The curing time is longer as the viscosity increases - thin cures in a few minutes, while thick may take 15 minutes or longer. And all three stick to skin (and somehow seem to have a perverse attraction to skin - DAMHIKT).
By the way, what we see as CA glue in the woodturning world is a subset of a broad range of adhesives that to close wounds in medical applications as a substitute for sutures (or surgical staples).