Skin is constantly shed, and is also full of oil glands that keep it moisturized. Since the dead skin cells flake off anyway, it's pretty hard for a product to build up on them. And oil glands can keep up with sulfates most of the time. Therefore, unless you have sensitive skin, it's okay to use cones and sulfates.
The difference is that hair just sheds every few years, and only the first couple of inches can benefit from oil glands. Couple this with the structure of curly hair (which makes it more prone to damage) and CG makes sense for a lot of people.