Much of what makes wheels appear dirty is brake dust. Brake dust is wear particles from the brake pads and rotors (or from linings and drums, in the case of drum brakes). The braking effort in most vehicles is not equally distributed between front and rear wheels--this is by design. Generally the front wheels do most of the braking work, since weight naturally transfers to the front tires during braking, giving them better grip.
More of your braking is taking place at the front wheels, so more brake dust is being generated on the front wheels. This is generally not a cause for concern.
That said, if one wheel is suddenly far dirtier than all other wheels, it could indicate a stuck brake caliper causing the brakes to drag. I don't suspect this in the case you described, where both fronts are dirtier than both rears. I think if you look closely at most cars on the road you will find that it is normal for front wheels to be dirtier than rear wheels.