UPDATE:
So I did a little experiement that worked out great. I decided to add a dose of Headlube Glossy to a whipped up lather of headslick. Not only did I get a great shave, but I got a great shine after the shave without a greasy feeling. I believe the Headlube gets a chance to sink into your pores during the shave, and the cold water rinse closes the pores up, which prevents any 'greasy' feeling post-shave; which is the best of both worlds.
Shaving with a combo of Headslick/Headlube is something to try for those of your who don't quite like Headlube post-shave.