Hi Jianming,
User DanielAsarnow has a nice explanation for why you need a soft mask for refinement in this post.
You can also find more information in the mask creation tutorial page.
Essentially, masking a volume converts all values outside the mask to zero. Trying to use Fourier components to approximate this steep drop-off in voxel intensities from inside to outside the mask results in artifacts, especially if the mask cuts through protein.
Best,
cbeck