They have different kinds of intelligence.
Being social animals, dogs appear to have more capability to learn. It helps they they are more cooperative and have more determination to please people than cats. Dogs have bigger brains (which doesn't necessarily mean anything), and dogs have been trained to memorize large amounts of vocabulary and tricks. I remember hearing about a dog that knew something like hundreds of words, the names of its toys.
Cats on the other hand, have smaller brains and are less cooperative with training. They aren't "social" animals (meaning, they don't live in packs), and those pack animals tend to develop more of what we would recognize as intelligence because of that social dynamic. On the other hand, cats have about twice the neurons in their brains as dogs do, which are used for problem-solving and memory.
In the end, there's just fewer intelligence work done with cats than dogs, because dogs are so much easier to work with. Cats don't cooperate and have lower motivation for things like treats and food than dogs - this is probably because cats, when they hunt, are "ambush" animals. They hide and jump on animals to exert a burst of energy, but not long-term. They don't chase for long, and will therefore give up easily. That says something about the cat personality, I think, and how even for treats, they would rather give up than work hard for it.
So both cats and dogs are intelligent among animals. But we can recognize the intelligence of dogs much more easily, and dogs really can be quite intelligent. I absolutely think cats do have intelligence, but it's just less understood at this point. Most probably, cats and dogs are just intelligent in different ways.
It's also worth noting that dogs have been domesticated for far longer than cats. They have been specifically bred for certain human service purposes (favoring intelligence evolution), whereas cats, which have been pets for a very long time, have served in their natural state - hunting mice and such - and have been selectively bred only much more recently. Dogs may be better at vocabulary, for example, but it should also be noted that cats today are often considered "somewhat wild" still, and would survive in the wild without humans, whereas most pet dogs could not, they've lost their wild survival instincts.