It has to do with the differences between survivability, damage, and utility. Being able to two shot their carries is great, but if you can be kited and killed just as easily it makes no difference. Master Yi has both his ult speed boost and his gap-closer q, but as Udyr you have to rely on only your movement speed and hope that they can't cc you. At the same time, being able to survive doesn't mean much if you can't do damage or don't have cc like. It's generally best to go a damage item or two like Triforce then go full tank so that you can kill them fairly easily but they will have to devote a lot into killing you.
However it is solo que, and pretty much anything can work, if you are having more fun or are more confident in your ability to do well going full damage or full tank, it's probably better to do that than to be stuck with a build you hate or can't do well with because other people say it's better. I believe Trick2g at some point went for an ap based udyr, so nothing is to say you cant build him how you want.
Warrior , mercs, ghostblade, bork, last whisper, ga / deadmans
a full tank build would look like :
cinderhulk , mercs,frozen heart, locket ,deadmans, trinity.
However it is solo que, and pretty much anything can work, if you are having more fun or are more confident in your ability to do well going full damage or full tank, it's probably better to do that than to be stuck with a build you hate or can't do well with because other people say it's better. I believe Trick2g at some point went for an ap based udyr, so nothing is to say you cant build him how you want.
A lot of people would say Triforce and then tank is the best option but experimenting may lead you to something else that you like better.