Is your scalp really dry or is it juyst that you have the "sensation" of feeling dry?
You said that you only shaved a few hours ago, right? Well, when you first shave your head the sensation is really weird! It takes your brain a couple of days to relearn the signals it is no longer getting from your hair follicles. When I first shave my head after not having shaved for a couple of months, (yes, I know, whip me with a wet noodle!), I get the very same feeling that you describe. But, it goes away after a day or two.