The short answer is that Breaking Bad and The Sopranos are better shows.

The long answer is... many reasons. For example:

• Tony Soprano and Walter White are iconic characters, two of the best performances ever, and their trials and tribulations are about things that normal people can relate to. That makes them timeless and appealing. Dexter is somewhat iconic too but its a much more shallow character, because he is not normal in any way, he is a serial killer. Lost was an ensemble show and most of the characters are not really iconic.
• Lost is quite long at 121 episodes, and is a very 'Easter Egg' show which isn't for everyone. I think people are aware that it's a big time commitment.
• Dexter is honestly just not very good. S1 and S4 were highly rated, the rest of the show ranges from passable to bad. It is a show from a different era where simply having 'adult content' was a big deal.
• Dexter is still pretty popular anyway, the 'new' season had high ratings. Lost gets brought up here a lot and I think most people have fond memories of it.
• Nobody actually watched Breaking Bad while it aired, except the last season. It 'remains' relevant because people have discovered it long after it aired.