Commercial all purpose flour or white flour is made by milling only the endosperm, after the wheat berry goes through the process of being stripped of the bran and germ. Commercial whole wheat flour is usually made in the same way, but has some of the bran added back to it, oftentimes with no germ added back, because it will not store as long. The germ is oily so it will go rancid quite quickly. That is why a lot of whole wheat flours that you can buy seem really dry.
How is whole wheat flour different