Google search result visual appearance question.

I am slightly confused about something. Some WP or any site when I search for appear in the Google search result as one main heading and the other pages nicely tucked under it….like this screen capture of CNN google search result-

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Other sites when I search on Google appear with all their website pages one after the other spearately and not together like CNN search result.

What causes the difference? Some WP sites I created appear like CNN one and others not. I can’t work out why the difference?

Thanks for any pointers.