In sports, there's a parallel to the old grandma theory that is usually called the "open window theory" (somewhat difficult to google in english, much easier in

In sports, there's a parallel to the old grandma theory that is usually called the "open window theory" (somewhat difficult to google in english, much easier in german where the english term "open window" only exists as a loan word for this particular meaning) which says that after a tough training, some defenses aren't as strong as they usually are. That theory is not entirely uncontested, but if it holds some truth the same mechanism could very well be at play in the wet hair scenario. (Note how even your wording of the grandma theory is surprisingly in line with infection principles: the wet hair makes you "catch" a cold, from someone else, not directly causing the cold)