Essentially, any color which is water-soluble will tend to bleed. Bleeding is not necessarily a bad, or an unattractive thing. It's just something you need to be aware of when you design your soap.

What causes bleeding? Essentially, any colorant which is soluble in water will tend to bleed. For example, in the above soap, the blue colorant particles start by snuggling up against the water molecules in the pretty blue nugget. Within a day or so, however, they look around and see that there are also some nice looking water molecules in the adjacent white soap. So they start to 'stray' over there.