If you put soap on it, soap will leave a residue. The red stuff on the roller works by static electricity. In order for it to work (be sticky), it must be free of ANY residue or coating that may conduct electricity even slightly. But soap DOES conduct electricity : this is why your roller is not sticky.
When I have used mine and plenty of things are stuck to it, I just wash it under the tap rubbing it with my hand (without pressing not to damage the coating) to remove dust, lint, little papers etc. When wet, the roller is not sticky : so these come off easily under the tap. Then I may sponge it dry with a towel if I want to use it soon, or just put it to stand on end (vertically) to air-dry. Once dry, it works like new.