Sugar is refined to clean it. Sugar is an agricultural product. It comes from the field with dirt, debris and lots of insects. The best way to clean the undesirable stuff out is to purify it completely.
The stuff we buy as 'Raw Sugar' is just a lighter version of brown sugar with a larger crystal size. It has additional processing steps to make it look "natural", not fewer.
It does have one advantage. The paper packets of 'raw sugar' tend to have more sugar per packet, resulting in less wasted paper for the same sweetness. When someone says that it tastes better, that's what they are experiencing.