I think there are two issues in play, stereoelectronics of the reaction and the strain of the products. While the reaction centers of the two groups are closer in the cyclohexane, I don't know this will increase the rate of bond formation as the ring is also stereochemically limited while the alicyclic one is not. For example, the cyclohexane may require a boat conformation. Further, it may prefer a cisoid configuration. The alicyclic reactant has more degrees of freedom and can adopt any conformation needed for ring closure.
I also think that just by virtue of forming a higher energy product, there should be a toll on the overall rates and/or yield. If you put both reactants in with sodium, I'm thinking the cyclohexane forms faster.
Since you stumbled upon this problem, can you also tell us the answer?