For a typical passive 2nd order filter the resonant frequency is given by this formula: -
f = \$\dfrac{1}{2\pi\sqrt{LC}}\$
So immediately you can see that for f to be small the product of L and C has to be large. Next is the Q factor. For an inductor Q factor is: -
Q = \$\dfrac{2\pi f L}{R}\$ where R is the resistance of the coil.
This tells us that high Q circuits require a decent ratio of L to R. Now also consider the effect on Q when the "lossy" inductor is combined with a capacitor to make a series resonant circuit: -
Q = \$\dfrac{1}{R}\sqrt{\dfrac{L}{C}}\$
For a high Q circuit, we want L to be significantly larger than C so, going back to the first formula for resonant frequency, we actually want C to be small and L to be big to get a decent resonant peak whilst maintaining the product of L and C at a value to get the desired resonant frequency.
Therefore lower frequencies means a lot of emphasis on the inductor if we want a filter with a sharp resonance. Note - If the desired resonant frequency reduced by 10 the product of L and C has to increase by 100.