Here's why:
* Coordinating conjunctions (for, and, nor, but, or, yet, so) join two independent clauses.
* Independent clauses are sentences that can stand alone.
Example:
* We went to the park, so we could play on the swings.
Here, "We went to the park" and "we could play on the swings" are both independent clauses, and "so" joins them together.
Note:
* If "so" is used as an adverb, it doesn't need a comma.
* Example: The test was so hard, I couldn't finish it. (Here, "so" modifies the adjective "hard")
* If "so" is used to introduce a dependent clause, it doesn't need a comma.
* Example: We left early so we could catch the train. (Here, "so we could catch the train" is a dependent clause)