Because there are various types of ADC circuitry, and the one used in the avr chips is a sample and hold one, which have a cap that must be charged, then the time that it takes to discharge the cap is the analogic to digital value, so if you really want to sample very fast you need a lot of current so the cap will have the same voltage of your intended sample source, so if you cant provided an high-current sample you will have a reduced charge in the cap and thus reducing your adc resolution.