It's not usually necessary, but it's not weird. Soft skinned produce like peaches, spinach or strawberries can sometimes absorb soap into the flesh, though. Use an unfragranced castile soap. People in my region are known to that. Some things I always wash with soap are cantaloupes, oranges and apples if they've been waxed. Cantaloupes are notorious for contamination after slicing through a dirty exterior, transferring toxins to the inside. You should always at least rinse all produce, even if you don't eat the peel. The vinegar method mentioned by others is traditional and effective, too.
It's true that running water and rubbing by hand can remove almost all soil and dirt, the small amount of bacteria that's adhered directly to the surface of the fruit or veg wont come off that way. Usually those remaining don't cause illness because people's immune systems are fit to resist infection. Regarding pesticides, many pesticide residues have a low solubility in water and require some kind of surfactant or scrubbing to adequately remove them, if at all, from peel you'll be eating. Avoiding the peel is an option. Systemic pesticides cant be removed.
On bacteria: Microbiology course. Text book below.
Tortora, G. J., B. R. Funke, and C. L. Case. Microbiology: An Introduction. 10th ed. San Francisco: Pearson Education, Inc., 2010. Print.