Baby hair can be so fine, the curls don't stay very well. I bet his hair will get thicker as he gets older, and might become curlier.
Oliver has the same issue where his hair curls while it's wet, then it gets dry and they sort of get flattened out. I'm holding out hope that he'll stay curly.
My older son seems to have gotten straight hair. I hope it might become curly as he gets older (he's 2). It's weird, I expected that my children would get curly hair. I'm around 2C/3A, and my husband is 3B at least, and Connor is maaayyybe 2A, but more like a 1.