Generally speaking, speaker cones need to move enough air in order to create low-frequency sounds. A speaker works by vibrating quickly back and forth, and while some smaller cones can have powerful magnets to give slightly better bass, there's usually a physical limit to that.

If bass is important to you and you would still like your speakers to be compact, try looking for small speakers that have a bass-reflex design at least--this does improve the bass response slightly. Also, some (more expensive) small speakers use passive radiators, which are speaker cones with no magnets. These work in a similar way to a bass-reflex port and help the main speaker driver to achieve better bass extension, too.