Wool is a natural fibre like your hair. It depends on the breed, what fortune comes with it. As the market 'demands' wool as soft as dabber, most people have merino, cashmere or alpaca in mind.
Softness also depends on the way one treats wool, one handles it, or the way it is used in the following processes.

Most of the breeds grow curly and crimpy wool, more or less in length or diameter. This comes from the weather conditions, the breeds usually have to cope with.

In the flock of sheep we get our wool from, there is a big variety, so we can pick the right fibre for the different needs.

For example: curly fibres with big curls are good to build big volume which lets much air into the tissue. The wether 'Hermes' is a mix-breed with a valoise black nose sheep. He's got stubborn locks, perfect for gardening fleeces. Angus and Da-Vinzig have thin, soft, crimpy, long fibres, appropriate for baby duvets.

Wool can do a lot - some things only wool can do

First of all: wool as a natural fibre is bio-degradable. Yes. It will not pollute the environment, as long as you don't treat it with poisoning chemical substances.
Secondly: it absorbs physically moisture, sound, temperature. For what reason ever the plastic industry urges to copy this - we prefer the original.
Thirdly: in the garden it holds dew, protects, and additionally works as a natural fertilizer.