It really depends on your hair type. When I was younger my hair was so oily I washed it daily and never used a conditioner and it was perfectly healthy hair. Sweat has a high salt content that can be drying for hair. If you already have dry hair shampooing too often can make it much worse. So rinsing your hair and scalp after working out should be done at the very least, but you don't necessarily need to shampoo it. I have know people who had extremely dry hair and they would rinse and condition it after working out.
