Answer:
Because even though our eyes have a huge dynamic range (ability to pick out details in sharply lit and lesser lit areas simultaneously) than any camera, there's a limit.
When there's strong sunlight, your pupils contract and let less light in, which makes the shadows look darker.
When it's cloudy, your pupils widen and let more light in, which makes the shadows look less dark.
Do some experiments with a camera and you'll soon get the hang of it.
NOTE: Also test HDR (high dynamic range) photography, where the camera takes three or more pictures in quick succession, with different exposure settings, and combines them to get the most detail of both bright and dark areas. The result is more or less what we percieve.