Here's why:

* Sulfur is nonpolar: Sulfur is a nonpolar molecule, meaning it doesn't have a positive or negative end.

* Water is polar: Water is a polar molecule, meaning it has a positive and a negative end.

* "Like dissolves like": Polar substances generally dissolve in polar substances, and nonpolar substances dissolve in nonpolar substances. Since sulfur and water have different polarities, they don't mix well.

While sulfur won't dissolve in water, it might suspend in it for a short period, creating a cloudy mixture. This suspension won't last long, and the sulfur will eventually settle to the bottom.