Glacial sand, with its irregular angular surfaces, results in a more interlocking particle interaction and therefore better stability and traction. Sand also varies in mineral content. Sand containing quartz resists breakdown so is long lasting. Sand containing feldspar and mica breaks down relatively quickly. Cheap sand has a high silt and clay content which is referred to as fines.
Fines are just that, fine particles or dust just waiting for a place to cause a problem.
Fines create dust and tend to pack which inhibits drainage. Sand can also contain small gravel or stones. Unlike clay, sand has more strength when it is wet, in fact, it often becomes too hard. When it is too dry, it loses its binding forces and collapses. However, as the name implies, this introduces a dust problem.