I've gotten the same comments about my hair looking wet. Basically, people with straight hair say this when I've used gel, because gel makes my hair temporarily look darker and shinier. Straight hair usually only gets darker and shinier when it is wet and/or coated or sprayed with silicones. It's just another issue of people not really understanding curly hair.
Once the gel crunch is scrunched, my hair looks closer to its natural (well, dyed in my case, due to some grays) color and it's no big deal. Also, I kind of like that it can look darker on first day hair - some versatility is nice.
Sometimes I wear my side bangs straight, sometimes curly, sometimes pinned back with a bobby pin. All just personal preference (and adjustment to dew points and wind speed sometimes). Another example of how versatile curly/wavy hair can be. Rock your bangs how you want them, and how they look good to YOU.
2c, fine, extremely dense, color-treated, high porosity.
CG since 10/12