It seems George Soros gave an interview to the Chronicle of Philanthropy magazine in 2011 where he explained the decision not to sign on to the Giving Pledge. I don't think a full transcript of the interview has been published, so you'll need to make do with the Chronicle's edit:
Although his foundation often works on projects with other donors, Mr.
Soros remains an individualist who deliberately sets himself apart
from other philanthropists.
Take his decision not to sign the “Giving Pledge,” Bill and Melinda
Gates and Warren Buffett’s effort to persuade other wealthy people to
publicly commit at least half their money to charity.
Mr. Soros says he hasn’t signed because he believes it matters more
how wealthy people give their money away, not whether they do it.
But the Giving Pledge is, after all, about rich people getting
together to share lessons learned from their philanthropy.
When pressed, Mr. Soros concedes his decision is also due to “a
personal quirk of mine,” an independent streak. “I don’t like to be
put into classes,” the philanthropist says.