It seems a contradiction, but if you look more in deep, there is a reason:
A soil with a lot of clay (so finer grains of soil) is a concrete like structure: water and clay paste together: there is a lot of surface, which doesn't allow water to move, so it will also absorb less water.
A soil with a lot of sand (so the larger grains, but finer as stones) allow water to move: there is a lot of spaces between grains. But so the water go away quickly.
The ideal soil should have enough surface of grain, to attach water, but also not too much space to allow water to go away. So a mixes soil would help. Note: also a sand pocket could help (and they will act like a well): there is enough space to keep water, but the soil around doesn't allow water to flow away.