This is exactly the way my hair behaves. It frizzes up immediately upon contact with oil or grease. Not only oil, actually even leave-in conditioners frizz it up a little (I think because they contain oil in them) so I have to then apply a curl enhancer/gel to bring the definition back. But if I apply straight oil, no gel can make the frizz vanish, so when doing wash and goes, I cannot seal moisture in with oil or grease. And I think it was the same story with shea butter as well.