I know exactly what you mean. My mare's mane does the same thing, and her mane is really long. I think it's from their heads being down grazing all day. I banded my horses mane to try to fix it. Wet it down with a leave in conditioner, and band it down. Replace the bands as necessary, and re-condition daily. That's what I do for it anyway.
Good luck, by the way our mares look a whole lot alike. It's really very freaky to me.