I think of sand as a lot of very small rocks.
Suppose I have a pile of rocks, each about 1cm in size, and the pile is a meter tall. If I pour a bucket of water on the rocks, most of the water will fall through the rocks and form a puddle on the ground.
On the other hand, if I have a pile of sand one meter tall and I pour a bucket of water on it, the water will stick to the sand and I'll have a bunch of wet sand, and not much water on the ground.
Further, the wet sand acts distinctly differently from dry sand. For example, the angle of repose of wet sand is different from dry sand. An hourglass with wet sand it in might not work, or would run at a different speed from a dry hourglass. But I don't think the angle of repose of a pile of wet 1cm rocks is significantly different from that of dry rocks.
So, how small should rocks be before they show wetting properties the way sand does?