The reason for that is because directories get so much spam.. They get boatload of subs everyday and they need to review the sites so that to keep directory clean.
If you want faster approval, you can pay for your submissions but that can get very expensive if you are submitting to many directories, but they will approve your listing within few days.
The other way is to link to them, basically add a link on your site to their directory, that can speed up the approval process