Big planes have multiple big engines. It makes sense to mount big engines on the wings, because that's where you have lots of physical space for them, and that's where the lift is generated, so they're lifted by the wing directly. Trying to mount them to the fuselage would require heavy support structures to mount the heavy engines, increasing overall weight beyond the engines themselves, putting more stress on the connection between the wings and the fuselage. It also makes the maintenance much easier, because the engines are close to the ground, rather than high up. The downside is having engines close to the cabin. This is true both for jet and old piston engines.

A small plane has smaller engines, but also very little ground clearance. So it's pretty impractical to try to put them under the wing, and it'd complicate maintenance to put them inside the wing. At the same time, because of the size difference as compared to the airliner, mounting them on the body doesn't require as much reinforcing, so you don't suffer the same weight penalties. It has an added bonus of making the cabin quieter, which for a luxury jet is certainly a factor.