As was mentioned above, the soft lead permits the patch to embed itself into the balls surface.
The ball itself deforms somewhat into the grooves as well.
About a month ago or so, the Bevel Brothers (writers for the National Muzzleloading Rifle Associations magazine Muzzleblasts) did some research on the use of harder lead balls as projectiles.
They found that with the proper patch thickness, the harder lead shot about as well as the pure lead, but the patch thickness had to be increased.
As I recall, they also found that decreasing the ball size slightly helped with loading the thicker patch.
After reading this it seemed to me that the ball hardness is just one more of the variables that can be changed when looking for the "best load" for a given rifle or pistol.
pulaski: I haven't heard of lead being alloyed with arsenic before.
According to the Materials Engineering book I have, lead is usually alloyed with Tin (which reduces the melting temperature), Antimony (which makes the alloy harder), Calcium (which raises the Tensile Strength) and Tellurium (which raises the Yield Strength).
zonie