We just got a water softener installed in our house, and the plumber said that slimy feeling is due to your body retaining more of its natural oils, which is believed to be a good thing.  It turns out it's kind of complicated but basically soft water makes it more difficult to completely wash the soap off your body, hence the slimy feeling.  The reason this is true regardless of whether you use soap or not is because of the process of saponification, which is how soap is made by combining a high-pH substance with fat.  To make soap, you'd use lye and animal fat.  To make slimy water, you'd use soft water and human skin oil.  In other words, you're creating soap each time you wash your hands with soft water. #science