From my college fencing coach:
Because we've all run in counterclockwise circles on a track/for gym class, turning left is hard wired into our brains. Also because we go in that direction so much, our legs have developed asymetrically to handle left turns better. But since almost no one runs a track clockwise, it doesn't really matter in the long run.
I just paraphrased his answer from when we had the same problem in college.