Lots of them, especially the brands that market them as unscented. Think La Toja, MWF, Haslinger Schafmilch etc - would you really want a soapy scented cologne?
Turning this around - my favorite cologne would make a terrible shaving soap. Its Santa Maria Novella's Nostalgia. It smells like gasoline, burnt tires and leather. Imagine shaving with that!. However - applying that scent after shaving with a neutral soap (I use Haslinger's Aloe Vera for example) is a perfect combination.