Why are comets so active when they pass into the inner solar system?

Question

Why do asteroids never pu on a show like comets?

Answer 1

Essentially Tham is correct. Whereas asteroids are mostly rock with some metal and very small amounts of ice, comets are mostly ice with very small amounts of rock and dust. It is often said that comets resemble big dirty snowballs.
Comets have very eccentric orbits which take them far from the sun most of the time, and close to the sun for a short time. As a comet starts to get close to the sun, the ice heats up. It does not melt into a liquid because it is not all water and because it is in a vacuum. It turns directly to gas like the way dry ice does. (As Tham pointed out, it sublimates)
The gas from the vaporized ice and the small bits of dust that was trapped in the ice is pushed away by the pressure of the ice vaporizing. The gas and dust are then swept away from the comet by the solar wind (a stream of particles sent out from the sun in all directions). The reflection of sunlight and fluorescing of some charged particles is what makes the comet's tail.
Then, when the comet has passed the sun and is on it's way out into the outer reaches of the solar system again, they eventually get far enough away from the sun that they stop thawing and refreeze.
A comet will go through this cycle many times, each time it will get smaller and smaller until eventually, it is simply used up.
As stated, asteroids are primarily just big rocks and they tend to be in more stable and less eccentric orbits. Many of them may have had a lot of ice long ago. but because they dwell fairly close to the sun, any ice that they may have had has long been evaporated.
Hope that helps.