The simple answer to the question of why black hair is typically so dry: it curls. Whether your hair strands are wavy, curly, kinky, S-shaped or Z-shaped, all those curves hinder your scalp's natural oils from reaching the ends of your hair.
Everyone's scalp produces oils. In straight hair, the oils travel easily down a straight path, which is one reason many people with straight locks feel the need to shampoo more frequently. In curly hair, however, oils don't have it so easy; it's harder to navigate their way through zigs and zags, twists and turns.
If you review the diagrams of hair follicles here, you'll see that individual hair strands are made up of several parts. The outer layer, or cuticle, is just one part that suffers any time heat or chemicals are applied to it. Although the cuticles on curly hair can be twice as thick as those on straight hair, they're not indestructible. The inner layer, or cortex, is also prone to damage and abuse. Anyone whose hair has lost a good deal of elasticity has greatly affected the cortex in their strands.
The bulb and the shape of the hair follicles are what determine whether or not the hair grows straight or curly. A hooked bulb results in curly hair -- the more hooked the bulb, the curlier hair grows. Curls also grow out of a flat follicle, while straight hair grows from round ones. (Don't worry, this science lesson is nearly over!)
It can be tough dealing with hair whose natural tendencies seem to make it more challenging to style, but when you become more knowledgeable about the why, it can sometimes lead to greater acceptance. Our hair grows the way it grows, and there's no changing the follicles or bulbs (not at this time, anyway). Even relaxers don't change the shape of the follicles -- chemicals affect the layers of the hair strand, not its biological makeup at the scalp level. Knowing that your hair isn't out to get you may make it easier to deal with on a daily basis, whether you wear it natural, pressed, texturized or relaxed.
That concludes this brief science lesson!