The lowest notes almost growl with the way the strings vibrate, while the higher notes are clearer and almost bell-like.
It's a bit of an extreme example, but think of a piano. You're taking a recorded sample of an instrument being played at one note and shifting the playback pitch up or down instead of triggering another sample that accurately captures the way the instrument sounds at the destination note. With just a soundfont, it's going to sound unnatural.