I suspect it is a combination of the software in the Glo and the format of the epub book itself. Some readers have hyphenation capability built-in so they can sensibly split words even without help from the epub level. Others rely on the epub containing soft-hyphens to indicate possible split points (which I am guessing is the case for you).
I am not sure if there is any supported ways to get Calibre to add soft-hyphens to books. It is likely to be a complicated issue as it would be highly language dependent.