I work out about 5 days a week as well and have been doing so for years. I find its a lot easier to manage my hair now that I'm wearing it curly.
I sweat a lot after my intense workout....I'm talking soaking wet so it's not possible for me to keep my hair dry no matter how I style it.
That being said sweating everyday and having the sweat in my hair is a bit disgusting to me and I could never just go to bed without co-washing my hair every day that I workout. I don't think the sweat and salt would cause damage to your hair but after a couple of days you hair might not smell so fresh if you don't at least co wash and clean your scalp.
If you do a lighter workout and don't sweat quite so much you could get away with just washing your hair with water if you want but personally I always have to use conditioner.
Co-washing often actually made my hair very moisturized and soft and my curls are so bouncy so it works well for me.
You could start co-washing after your workouts, I use the Giovanni smooth as silk deep moisture because its light for my hair and it is great with detangling. Use whatever conditioner you think will give you enough moisture and a good cleanse without over moisturizing and causing limp curls.