When the flow of water in a river accelerates, it can pick up more sediment from the river bed and transport it downstream. Alternatively, when the flow slows down, the transport capacity drops and the sediments suspended are deposited on the river bed.
When a river goes into a lake, it transitions from the fast-flowing regime in the river to a very slow flow in the lake. Therefore, sediments are deposited as a result of the slowdown, forming a delta.
The inverse happen at the outlet of the lake, where the water accelerates. Therefore there sediments tend to be picked up and transported downstream, not allowing to the formation of a delta.
However, this only partially answer your question, because the terrain around lakes is very often flat, one would might expect to see plenty of examples of lakes being drained by multiple rivers. The answer to this is that multiple rivers in parallel are unstable: if one of the rivers becomes slightly larger, it will have more and faster flow. Therefore, it will increase its capacity to transport sediments, digging into its bed and growing even bigger. If it grows bigger, the sediment transport will increase further and the river will grow even more. This positive feedback leads to the grow of the largest outlet at the expense of the smaller ones, until you have only one river outlet.
However, it takes time for one outlet to monopolize the flow. And in very flat and changing terrain you can find lakes drained by a delta. One example of this is the proglacial lake of Kaskawulsh glacier in the Yukon Territory, Canada:
This lake is in a divide. And it is drained not by one, but by two deltas. Interestingly, the Slims river in the top of the picture has reversed its flow direction in historical times.
In this NASA Earth Observatory article, you can find out more about this interesting river and some great images, plus comparisons of how the flow regime has changed in the past.