Firstly, Southampton have always had an excellent academy.
Secondly, it's easier because their younger players get more game time, which in turn gives them the right level of exposure for their younger players to work on their game. Also, I'm not totally convinced they get credit for the likes of Bale or Walcott, both of whom were decent players with a solid base when they left the club but they made their step up to the next level a good few years afterwards.
I would say Luke Shaw is their only player that's come out and looked potentially like a wonder kid while still being at Southampton. Lallana is like 26 already - and I don't think he's that special anyway.