It is well known that oil and water don't mix. Your scalp produces a kind of oil, sebum, on a regular daily basis.
If you've ever done 3rd grade science experiments, you might remember that day you took water and olive oil and added a drop of soap.
Soap activates with water to break down the oil and mix the two together so that you can remove the oil from your scalp.
Wash your hair with shampoo regularly to avoid sebum build-up which can lead to fungal infections.