My impression was that the low gravity, lack of water, and almost nonexistent atmosphere means rock particles rarely abrade against one another. This means they are much more likely to retain their sharp edges from when they broke off of their original rock, which makes it closer to glass dust than what we consider traditional sand.
We see a similar thing on Earth, to a lesser degree, with beach sand versus desert sand. In the desert the constant wind wears down the dust into smooth spheres which makes it feel relatively nice. Beach sand on the other hand is protected by the water and retains the sharp edges, making it much less kind to the skin.
The good news is that Mars should have somewhat less noxious soil since there is enough atmosphere to move particles around and smooth them out.
