Why hydrated salts are not wet?

The water molecules become a part of the crysal structure.

5 water molecules atttach to Cu SO4 to make the hydrated crystal.

The reason it is not wet is because the 5 water molecules are more strongly attracted to the CuSO4 than to anything else in its environment. So those 5 water molecules do not wipe off on to your hand, or a towel.