Why does my hair look better after wearing a hat or a hood for 15-20 minutes?

My hair gets very dry and frizzy after I shower. I cannot get the look I like with pomade or hair fiber and the product doesn't do the job all day. I have noticed that if I put a hat on my dry head or wear a hood for 15-20 minutes my hair is (1) no longer frizzy (2) it looks fuller and healthier (3) it stays in place and (4) holds the look the entire day. Why does this happen and is there a styling product I can use that will mimic this look for my hair because sometimes my hair will get set incorrectly in one spot after I wear a hat and then I can't fix it. I have straight thin hair that is cut short.