The hair does curl but you have to take into account that the hair closest to the follicle is bearing the weight of the whole hair shaft. You may think that hair does not weight much, which is true, but imagine that constant weight everyday, year round.

Do this, grab a hair strand by midway length and lightly pull on it. Even the slightest pulling stretches the curl pattern. Now imagine that tension everyday.

The final segment of the hair (tip) does not bear any tension hence you can notice the difference in curl pattern as the shaft goes from follicle to tip. I always recommend that to identify curl pattern, one should use the length of the tips (aprox. last 1/5 of the hair shaft) as examples.

This is something that happens to all of us curlies. Like the above posters, it happens to me too and sometimes straight haired people ask me if I have permed my hair because my curls are very tight at the end compared to the roots. Many times I just sigh and say "yes, I perm my hair".