The Wikipedia page on freehubs (which is the stronger hub type) has an excellent graphic that demonstrates why axle breakage on freewheel hubs is more common than on freehubs.

Freehub - Wikipedia

You can see in the illustration that the bearings (red circles) are as close to the axle lock nuts as practical on a freehub. However, on a freewheel hub, the drive side bearing is inside the hub shell itself (because the freewheel cluster that you screw on is not a structural part of the hub assembly). This is what makes a freehub type (that uses a cassette) stronger. The freehub is fastened to the hub shell and becomes a structural member...so the drive side bearings are inside the freehub body rather than set back into the hub shell, as with a freewheel hub.