Working out with your hair in its natural state you would think it would be easier to manage your hair. To be honest its 50/50 I like the effect it has on my hair sometimes, but on the other hand I dislike how hot my hair makes me. The effect that sweat has on my hair sometimes gives me the right amount of frizz or to much frizz. On top of that I like my hair to smell as appealing as possible if my scalp sweats I instantly feel dirty and have to wash it (the struggle). To make matters worse having all that hair out makes your face sweat like no other (O.o). On the plus side since my hair is in its natural state I will not have to flat iron it constantly to keep that style up, I can just add water :-)
WHAT WORKS FOR YOU
What works for me is throwing my hair in a bun or wearing a high ponytail while working out. This alleviates the sweat factor somewhat and stretches my curls out. If you can't bear the thought of a sweaty scalp like me, switch up the days of when you wash your hair to on the days you workout. Last but not least find a hairstyle that thrives or comes out better when you sweat. For example twistouts and sweat equals a beautiful results for me. In the end it is easier to maintain your natural hair when working out, you just have to figure out what works for you which comes with trial and error.