The wires actually are insulated in a way. They are most likely enameled, which is a very thin coating that electrically insulates them but also prevents solder from sticking. With solid core wires you can usually scrape the enamel off very carefully with a knife. With stranded wires, your best bet is to burn/melt the enamel off.
Easier said than done however. If you have a good lighter that produces a mini jet, hold the wire (with tweezers or something) and put the tip of the wire into the bright blue part of the flame. Or if your soldering iron has an adjustable range, max it out and let it heat up, get a solder blob on the iron tip and dip the wire into that (some flux will be helpful here as the blob will develop an oxide coating very quickly). Once you get the enamel off, you can solder like normal.