Three different things to take into consideration here (in whatever order):
1) Murray is a better player overall than Roddick was (Roddick could play a bigger game when his serve was really firing, but he was also much more vulnerable to upsets).
2) Lendl looks to be a much better coach than Connors.
3) It's easier to win slams in 2012 than in 2006 when your name isn't Roger Federer.
So the end result is pretty logical, all things considered.