My hair is the same way! My hair is frizzier looking when it is drying than when it is wet and I have noticed that the gel kinda keeps that frizz (from when it dries) after it has dried. If you get what I mean. So gel can in general make my hair look much worse than just a leave in.

I strarted using shea butter in my hair instead of a gel. Kinda like a pomade and it works better. Much less frizz.
And then I always use a leave in. One with Glycerin seems to work the best with frizz for me.