Most -cones will build up on the hair.  When this happens it effectively "suffocates" the hair.  This prevents moisture from getting to the hair.  When the hair has no moisture, it becomes brittle and prone to splits and breakage.

The purpose of the cones is to coat the hair so that it looks and feels smooth.  This "glue" typically is not water soluable and needs more than the usual water and shampoo to be removed.  A clarifying shampoo or vinegar/water rinse should be used to remove this build up before damage can occur.  I use a vinegar rinse after my shampoo, just before I condition.  This effectively removes any buildup from the hair, which allows the conditioner to "do its thing" and moisturize my hair.  (A drop or two of jojoba oil on the extra dry ends before the hair dries works well too).

Try the vinegar rinse and see if that helps how your hair feels.