Fine artists prefer soft or chalk pastels because they are almost pure color. A soft pastel uses very little binder to hold it together, meaning the color is essentially unadulterated and will not change over time. The same pigments that are used in fine art paints are also used in soft pastels.
Artists like that soft pastels are rich and the colors blend and layer with ease. However, because there is not much binder, the marks of a soft pastel are prone to dust off the surface of a paper. To counteract that problem, many artists use a textured or even sanded paper to hold the marks in place.
Also, a fixative is often sprayed between layers and as a topcoat to protect the integrity of a soft pastel painting.