If you want to think up a creative, witty and satirical reason, please skip the next part.
The reason why 'no soap' is because these stones cannot tolerate extended exposure to water. Putting soap in the water may/will cause any water to soak in deeper/faster than plain water will, and the water may be less inclined to come out of the stone, causing damage to the binding material, and the stone can break down very quickly.
What the soap does is a combination of reducing surface tension and also causes the stone to behave as though it's been soaked for a few minutes. One or the other gives better performance, and you can get the same effect without adding anything to the water by soaking the stone in a little water, face down, for 5-10 minutes but no longer.
Once you're done, clean away any swarf or mud (because a soaked Shapton is a completely different animal to a splashed one) and allow the stone to dry slowly in a draught free, cool place with air circulation. Drying too quickly can cause the surface to develop many fine cracks, which will cause the stone to wear very rapidly until you get down to solid stone material again.
The materials used to make the stone have no problem with soap per se, but the soap being present causes water related problems.
Granted, plenty of folks (me included) have used dish soap with Shaptons and never had a problem. But because the potential is there, they put the warning on the label.
Stu.