Gummy dear.
I am into science than you can use on a daily basis.
Where does the energy come from on a humid day to turn my smoothed and coiffed hair into a frizzy mess.
Is energy expended or conserved when my hair goes south?
Are my wild locks actually a battery that could resolve the worlds energy woes?
I hear it moving as it crinkles, energy is happening.
It depends on whether you are a no0b who has just been zotted or an "old timer" who's energy is being expended. ;-) In your case, I'd say the latter. I'm sure others on here have more enlightened answers than I.
Frizz is normally caused by static electricity. Dry air makes it worse, because the surface conductivity to drain the charge away is lower.
Your problem sounds like something else. The cross section of your hair is not round, or symmetric, so it has different curvature for different humidity values. It may also have twist, which varies as a function of humidity. That would also cause it to move out of place.
The energy, or driving force here is the "energy of hydration." Water absorption and adsorption occurs with an energy release. It takes energy to drive the water off.