The lesson is: Performance is never what you expect. Therefore, always measure, never believe.
Some reasons why you might see these numbers (and from the first sentence, some of these might be completely wrong):
C is compiled for an "i586" processor (also called Pentium). That CPU was sold from 1993 to about 2000. Have you seen one lately? Guess not. So the C code isn't really optimized for what your CPU can do (or to put it another way around: Today's CPUs try very hard to be a fast Pentium CPU). Java, OTOH, is compiled for your CPU as the code is loaded. It can pull some tricks that C simply can't. The price is that the C program starts in 15ms while the Java program needs 4 Seconds.
Python has no JIT (just in time compiler), yet. All code is converted into bytecode which is then interpreted. This means the loop above is turned into a dozen bytecode instructions which are then interpreted by a C program. That just takes time. Python is not meant for huge loops, it's meant for smart algorithms which you simply can't express in any other language (at least not with the same amount of code and readability).
So just as it doesn't make sense to go shopping with a 18t truck (you can transport anything but you won't find a space to park it), chose your programming language according to the problem you need to solve. It has to be small&fast? C. Just fast? Java. Flexible? Python. Flexible&Fast: Python with a helper library in C (like NumPy).