I agree, there isn't any actual proof that glycerin absorbs moisture from the hair.
What probably happens is that (depending on the weather/product application/our porosity, etc) our hair is not moisturized enough before we step out, so glycerin doesn't have a chance to behave as it should from the get-go.
Before leaving the house, try steaming your hair. Or create a moist environment by running the hot shower for a bit to allow the glycerin product to bind to the steam. If you just dislike glycerin in general, try making your own gel. All you need is flaxseed and water