The main problem is that AMD hasn't released a new 8-core design since 2012, whereas Intel has had 4 generations of CPUs since then. AMD competes by slashing prices, but using video cards an an analogy, there are plenty of cases where today's mid-range cards are greatly preferable to last gen's high-end, even if they aren't necessarily faster at the same price points.
In general, AMD CPUs give you more and slower cores. In situations that can utilize all of those cores, AMD CPUs can outperform similarly-priced Intel CPUs - after all, you can often get an 8-core FX for close to the price of a dual-core i3, but in situations that can't fully utilize all of those cores, Intel CPUs outperform AMD CPUs, sometimes quite significantly, and so you often see Intel's i3's outperforming 8-core FX CPUs.
FX CPUs are still "fast enough" most of the time, which would make their performance deficiencies a moot point. If this were all that they had going against them, they'd still be fairly competitive. Unfortunately, AMD CPUs also consume much more power doing the same work, and put out more heat, which means you'll need to buy a larger power supply and more expensive CPU cooler (or deal with more noise), and if you live in a warm climate, you'll pay the the extra electricity they use twice because of air conditioning.
They also live on ancient platforms - 760G is from 2009, for instance. Intel motherboards have native solutions for things like USB 3.1, M.2, SATA III, and PCIe 3.0. AMD motherboards are available that have (most of) these things, but tend to cost more than their feature-equivalent Intel boards because they rely on a lot of added 3rd party controllers which are usually inferior (slower transfer speeds), and add to the cost of the boards, making them more expensive than an equal Intel board.
As such, it's generally a bad idea to build a system around an AMD FX CPU today, unless you have very specific need, and/or the downsides don't mean much to you.