Simple answer: because you need to work with it with heat and a brush to shape it. If you want a permanent look, you'd need to put chemicals in your hair.
Technical answer: Your hair is composed of 3 different bonds, hydrogen bonds, salt bonds, disulfide bonds. When you put water in your hair, it breaks the hydrogen bonds and your hair reshapes into its original wave pattern unless you do something about it. This is why women do NOT like getting their hair wet, especially after just getting it done. If you work with it using a blow dryer (which also breaks hydrogen bonds) and a styling brush of some kind (I would get a round brush and fluff up the sides above your ears to give the top some volume), or another type of styling tool (flat iron / curling iron), it'll work.
If you want a permanent look, you'd need to break the disulfide bonds. These are done with chemical services such as perms or relaxers. I wouldn't recommend this because doing so can strip the cuticle of the hair. Not only that, but every couple months you'll probably want to go back and get a retouch, it turns into a bit of an expensive habit.
Your stylist should've gone over how to maintenance your hair. My bad for not telling you to ask her for how to maintain the look. Ask your wife to help you with some tools or a hairdryer if you try and it gets too frustrating.
Hair maintenance takes a bit of practice girl.. let me know if you need any more advice.
