Coercivity and Retentivity are separate properties of a material. They are not even particularly closely related to each other, given that they both describe the material’s reaction to magnetic fields. You can easily look up their definitions on Wikipedia, but the analogy to physical properties that I use is that low vs high coercivity is like soft vs hard while low vs high retentivity is like elastic vs inelastic or springy vs plastic.
It is obviously very possible to have soft springs as well as hard springs, and soft plastics as well as hard plastics. To continue our physical properties analogy, it is actually a recurring theme in metallurgy that pure metals are much softer than impure metals (steel gets harder as you add small amounts of carbon, gold gets harder as you add small amounts of silver, copper gets harder as you add small amounts of tin...etc). In both the physical and the magnetic case, this is related to crystal/grain structure. Both the size of crystals and the properties of the molecular glue between the crystals are strongly dependent on the impurities present. I am not a materials scientist and can’t offer a very good story to explain the details of that dependency. I suspect it is complex and difficult to summarize.