That happens for the same reason as when people curse in their own language while speaking a foreign language — some language acts are unconscious and, as a result, uncontrollable. Secret agents and spies are said to undergo special training to exclude the possibility of being compromised by saying a word of their native language in a moment of stress or anything else that lets their subconsciousness out.
Note that the Russian word “так” means “so” as an adverb (“So nice!”, “I think so.”) and rather rarely “so” as an interjection (“So how does this story end?”), but “так” never means “so” as a conjunction (“He ate too much cake, so he fell ill.”) which you state in your question, since “in order to / therefore” is the meaning of “so” as a conjunction.
Probably you could hear “так” used as an interjection, and all those other soes from different other languages you heard are interjections, too, since it is interjections that most fully embody everything unconscious in the language, and a curse can be looked at as a kind of extended interjection.
It would be great if you could provide examples of sentences with foreign-language soes in them.