clay pellets

So yeah my clay balls came in the post today (never done hydro before) and I thought I would gI've them a soak to clean them as it says on the web I soaked them for about 4hours and when I went to change the water the clay balls softened and now I have a bucket full of wet mushy clay? What happened?

Im doing a passive hydro with a peatmoss soilless mix(sunshine mix#4) and i heard that if you mix clay pellets or rather put a Layer of clay in the middle that u can increase drainage in turn resulting in more frequent waterings/fertilzers with less chance of salt build up and nut lock...