The fundamental answer is Newton's first law of motion: things tend not to move unless a force acts on them, in other words the principle of inertia.

In this case, not much force acts on the hair because the water is not very viscous and so does not transmit the rotational force much over distance (compared to more viscous fluids).

If you want to know where Newton's law comes from, I think it "just is" i.e. it's an axiom.