That's because hair doesn't like the high pH of real soap (yea, some disagree - more power to 'em). A high pH product, like soap is, actually causes the "scales" which make up the cuticle of the hair strands to lift up from the hair shaft resulting in a rough strand - and often a damaged one. Also, if you have hard water, the soap + minerals leave sticky soap scum on your hair. Either one is bad - in combination it's horrid.
In my experience.
You can moderate it somewhat with a diluted vinegar rinse, but frankly for most people it's not enough (plus it's a pain).
The joy of commercial shampoos is that they are detergents, which can have a lower pH if they are properly formulated, which is what smooth, shiny hair needs.
Yes some will tell you they do great with real soap on their hair. They are the exception to the rule. And more power to 'em.