As @Rboy said, The most likely thing is that the message to turn off didn’t reach that particular bulb.
Mesh Strength
There are several reasons that might happen. One is just that there wasn’t a good path to that particular bulb, which is why the physical location of the hub makes a difference.
I’ve previously told the story of the final exam I had in one network engineering course where we were given pictures of a home where everything worked perfectly when first set up before the family moved in. But once the family moved in, a lot of things stopped working, and we were supposed to circle everything on the pictures that might be a problem.
Some were obvious, like cars in the garage and the garage was empty previously. 
But one that almost everybody missed had to do with a cast iron frying pan on a shelf in the kitchen. 
Kitchens are always problematic because there are lots of big metal objects in them. But in this case, the scenario was that when one family member did the cleanup, they would put the cast-iron pan on the left side of the shelf and when a different family member did the cleanup, they would put it on the right. And just that change in position was enough in that case to block some signal getting into the kitchen. 
That’s just a hypothetical, but it made the point: if you don’t build a strong mesh to begin with, even very small things can cause messages to get lost.
Anyway, that’s one possibility.
WiFi Interference
Another common issue is that Wi-Fi will drown out Zigbee. They are in the same frequency band and Wi-Fi is a much stronger signal.
Both Zigbee and Wi-Fi offer multiple “channels“ and you can often avoid interference by shifting the channels so that you don’t have two overlapping. So it’s entirely possible that your wink hub was on a Zigbee channel that didn’t get drowned out by your Wi-Fi, but your smartthings hub just happens to be on a different channel where there is more interference.
See the community FAQ:
FAQ: What WiFi Channel is least likely to interfere with SmartThings?
And since you’ve had your Wink system for a while, you probably already know all of the following, but just in case you are interested in more details on repeaters. Start with post 11 in that thread, read it, then go up to the top of the thread and read the whole thing.