When they teach soldering, they say that you should heat the work, not the solder. This is true, but what's also true is that to heat the work with a soldering iron, it helps a lot to have a bit of solder between the two: the heat conductivity of solder is much greater than that of air, and the small contact patch that a dry soldering iron makes with the work is miserable at transferring heat.
The fundamental point is still correct: if the workpiece doesn't get hot the solder won't stick to it; only the flux will, and that only until someone pulls on it a bit. But this should not be be confused with some sort of platonic ideal of dry application of the iron; it's normal to have the iron wet with solder when you start, and if a joint is hard to heat it's entirely proper to add some solder to the iron to help with heat transfer. Just remember that heat transfer is the goal, not trying to hide the joint with great blobs of solder that aren't sticking.
That's for soldering with an iron. In soldering with a torch (as in plumbing), "heat the work, not the solder" really can be treated as a recipe to be followed strictly.