hi everyone,
forgive me for my ignorance

I am following a paleo diet the way my nephew described it to me, and as much as I could understand from reading about it on the internet. I haven't gotten my hands on a book just yet but I have a quick question about soy milk.
I don't have any more coconut or almond milk handy, but I do have some unsweetened organic soy milk. I decided to make a smoothie with it because that's what I really wanted... and I figured if I could have a natural smoothie instead of the more unfriendly foods I crave... well you get what I mean. So here is the question:
What's so wrong about soy milk according to paleo, and why is coconut or almond milk better?
I'm definitely going to use the container up until I can get the other milk instead, but I just wanted to understand a little better if someone could help me out
Thanks!
Rivkah