Every time I see a hand soap it always says "Kills 99.9% of bacteria". Why can't it kill them all, what is that 0.1% that still remains?

Because there is a certain amount of commensal bacteria that lives on our skin in spite of the hand washing.

Also, I think it's more of a marketing thing to protect the company's interests in case someone shows that some bacteria persist or that the soap doesn't contain an anti-bacterial against a particular kind of bacteria.