In general, halo addition is an 'Electrophillic' addition, not a 'Nucleophillic' addition and hence it is $\ce{Br+}$ which attacks first on the saturated hydrocarbon.
Now coming to your question, According to Jerry March (4th edition, Pg748) Advanced Organic Chemistry,
There is a higher concentration of electrons between the carbons of the triple bond than in a double bond, and yet triple bonds are less subject to electrophilic attack and more subject to nucleophilic attack than double bond.
The probable cause, as suggested by Sujith seems a pretty reasonable explanation backed up by the fact that while additions with 'bridged' intermediates react faster with double bonds, additions without such intermediates react almost at the same rate with both entities.