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Does it have something to do with differences between leukemia versus other cancers, or differences between the treatments of leukemia versus other cancers?
Quote from the source:
People with cancers of the blood, such as leukemia, are more likely to develop septic shock than those with solid tumours.
It's a combination.
By definition, leukemia affects the production and/or development of white blood cells (MedlinePlus - Leukemia). If not enough white blood cells are produced (AKA neutropenia) or those white blood cells don't work properly, the body is less able to fight infection, potentially leading to sepsis (MedlinePlus - Low WBC). A solid tumor won't usually affect white blood cell production like this.
Also, leukemia is pretty much always treated with chemotherapy (Mayo Clinic - Leukemia), which causes neutropenia. Chemo is common in treating solid tumors, but not universal; some early breast cancers, for example, are treated only with surgery, or only surgery and radiation (NCCN Patient Guidelines DCIS - see pg. 29).
Additionally, radiation for leukemia can weaken the immune system. Radiation for solid tumors is usually very targeted to minimize side effects, but for leukemia a larger area often needs to be treated. This makes many side effects, including neutropenia, more common for that type of radiation (Mayo Clinic - Low Blood Cell Counts).
Lastly, "Full body radiation", which completely destroys the body's ability to produce any white blood cells, may be done in preparation for a bone marrow transplant to treat leukemia. Severe infections, including sepsis, are a serious potential side effect (MedlinePlus - Bone Marrow Transplant).
