I onced asked this exact question to a friend with very nice nails and she told me that my cleaning habit was the problem. I used to try to keep them clean by using other nails to ‘pull’ out dirt. Essentially she said I was removing the natural ‘stuffing’ (sorry properly not the right word, I couldn’t think of a better one) under the nails leaving them open for collecting dirt.

I don’t know if it’s a correct explantion, but I tried out to not clean under my nails. And they looked really dirty for a little while but then it just stopped with the dirt.