I agree that Liszt's etudes are better than Chopin's. It seems like half the Chopin etudes consist of something fast(thirds, octaves, arpeggios, etc) while a simple melody is played.
BTW did Liszt ever write a piano version of the Symphonic Poem version of Mazzepa?
Well, they are
etudes, not lyric pieces or ballades, so they were written to focus on a particular technical improvement. Pardon Chopin if they don't sound good to you. Even so, Chopin's sets of etudes were groundbreaking in their musicality; consider yourself lucky you weren't around before Chopin's etudes came to be, because you'd be stuck playing Czerny and Clementi all day, and I don't know about you, but after a couple hours of Czerny etudes I'm bound to go insane.
The reason you prefer the Liszt etudes over Chopin's is because they sound less like etudes; indeed, they
are less like etudes, though they are technically taxing.
Liszt wrote three versions of Mazeppa for piano that I know of: number four in the first edition of the transcendental etudes, number four in the second edition of the transcendental etudes, and a grandiose fantasia-like piece called Mazeppa.