Here are a few comments by the maker of this video. BTW, she said that she was using wool that had been carded and combed. I THINK she may have meant to ONLY say CARDED.
I would suggest that you try batting rather than roving. Roving has been combed to be fairly fine and smooth so it might be sliding over the soap rather than grabbing onto itself if that makes sense.
The wool will continue to felt more firmly with use and the soap will dwindle and disappear leaving you with a little felted wool bundle that has a hallow core. You can carefully slice it open to make a coin purse, or cut off the top and add a strap to make a necklace pouch or holder of some kind.
In response to someone asking the author if the soap/wool gets moldy, she responded:
I've never had a problem with it getting moldy. Wool is naturally antibacterial and antimicrobal, so maybe that even helps things. As with any bar soap, it's best to keep it out of standing water in between uses (like on a soap dish that drains).