Uh, YES my scalp sweats...that's crazy that yours doesn't. My hair is practically soaked after a workout. It has always been this way.

I remember being shocked the first time I learned that some people's FEET sweat. Mine don't. In fact, I have to moisturize them every day or they get so dry they crack and peel. I thought the idea of sweaty feet was the weirdest thing ever and was sure all those stories about stinky sneakers were way over exaggerated, because I'd wear my sneakers until they practically fell off my feet and they never smelled bad.
Then I had a teenage son. His sneakers smell like dead cat.
I think there's a wide variation in how people sweat. I never notice my scalp getting sweaty when I exercise. I just get damp at the back of my neck, so if I pin my hair up it's fine.
I shampoo about once a week and my hair (which is long, mostly straight and medium-to-thick) has never been happier. The last time I tried shampooing every second day (while on vacation at Disney, as it happens), my hair got disgustingly greasy and heavy, even though I spent increasingly longer times in the shower trying to rinse all the shampoo and conditioner out. It was awful, took a couple of weeks to fix, and I swore never again!
My hair just wants to be brushed a few times a day and left alone the rest of the time. I pin it up if I want to shower without washing my hair. I even once went two weeks without shampooing (while on training maneuvers with the military) and my hair was no worse for wear - I simply braided it every day. Though I was glad, in the end, to finally get all the twigs and leaf litter out.
I think different people have different hair needs. If you're happy with shampooing every day and your hair seems to be behaving itself, why not stick with what works?

Does it settle eventually? I give up after 2 weeks of trying to go every other dayEvery three days or so for my limp hair. It takes a while to adjust. If you shampoo daily, you'll get majorly greasy once you try to go longer.
Does it settle eventually? I give up after 2 weeks of trying to go every other day