While using hair dryer after washing our hair,the hair is wet.
The hair dryer dries your hair by speeding up the evaporation of water from the hair's surface. The hot air emitted from a hair dryer increases the temperature of the air surrounding each strand of hair. Since warm air can contain more moisture than air at room temperature, more water can move from your hair into the air. The increase in temperature also makes it easier for the individual molecules in a water droplet to overcome their attraction to one another and move from a liquid to a gas state.
It is this moisture coming from wet hair that feels us cool.
But blowing to our dry hand using a hair dryer does not feel cool,rather it is hot because there is no moisture content to make a cool breeze.