One explanation is that Gore's embroideries can be objectively disproven, whereas Cheney's assertions about his own mental state are merely false on their face. Journalists are more comfortable with the former.
Also, as others have explained, there is a bizarre press convention that assigns every candidate an official flaw—Gore lies, Bush is dumb—and only plays up incidents that confirm the diagnosis. Gore can say stupid things without fear, and Bush can tell whoppers, but not the other way around. (This would seem to violate a hoarier press convention that news is when a man bites a dog. Shouldn't it logically be a bigger deal, by now, if Gore displays unusual honesty or Bush says something smart?)
But the main reason Gore's lies are a big issue and Cheney's are not is precisely that Gore's lies are trivial and serve no purpose. Cheney's, by contrast, are part of the official campaign kabuki. Sometimes the press exposes lies, but sometimes it virtually requires them.
Imagine if Cheney said he was "thrilled and delighted" at the latest Gore fib. This would surely be closer to the truth. But the press would come down on it big-time. It would be a gaffe. It is often said that a gaffe is when a politician tells the truth. A corollary is that to avoid a gaffe, you sometimes have to lie. Cheney's most characteristic lying falls into this somewhat forgivable category. He does, though, seem unnecessarily good at it.