Why is the leg hair on the upper leg (thigh) softer than the leg hair on the lower leg (calf)?
Interesting question. I don't know the answer but I can give a couple of possibilities.
The first is that back before humans evolved, naked apes walking upright or almost upright would need stiffer hairs on the lower part of the legs as protection against grasses, thorns and sharp-edged leaves. Not only is that the height of most of the undergrowth in meadows but the geometry of the walking leg makes this the part of the leg that leads when walking and therefor parts the grasses for the upper part of the leg to follow through.
Also, since there is less muscle in the lower leg than in the thigh, soft hair isn't needed as much for warmth while the larger muscle mass of the thigh feels the cold more and might be kept warmer by softer, more down-like hair.
Muscle mass also affects the hair growth itself. In the lower leg the tibia (shin bone) is very close to the surface so there's not much room for the hair root and the pillo-erective muscle (the ones that make your hairs stand on end) to anchor itself. This tends to make the hair tend to stand up more erect all the time which in turn makes it feel stiffer than hairs that can lay down flat when touched and become erect only when cold or scared.
My final thought is that when compared to other animals, say cats and dogs, that walk on all fours, the hair on the inner thighs is often sparser and more soft than the hair on their lower legs and the outer parts of their thighs. Part of this is again protection from vegetation rubbing against them as they walk isn't needed in the inner thighs but stiff hairs would rub against each other more than softer hairs and so the inner thighs (and lower abdomen to crotch area) have softer hair because of rubbing against each other while walking. Also, those areas need less dense hair to keep warm because they're more protected from the air and stay warmer in a normal position. In humans the crotch area is still one of the warmest parts of the body. When pre-human apes started to walk upright this feature was just kept.