Oily skin gentleman here. I could not wash my hair with only water, after a week it would smell like a wet dog in the sun. On the other hand, it's never going to suffer for lack of natural oils.
You wash your hair and get rid of all the oil on the scalp protecting your skin. So your scalp makes as much as it can to replenish. Lather rinse repeat and now you've trained it to always go ham.
I've been washing my hair with just water for a year or so. I'm still oily, but much less so. When I have shorter hair it's on the high side of acceptable. When I have longer hair it's fine - just needs to get pulled down the hairs away from the scalp so it can do its full job.
Maybe you just got used to it? I shaved my head for a couple of years and it was still oily, just easier to clean. Shampoo, gel or soap don't seem to make a difference, and I'd rather not wash oily skin with just water.