its the same as when you flat iron hair. I noticed when I flat iron my hair, it's much thinner. Its because the process breaks down the molecules in your hair to change it's structure.
Your hair could just not be as dense as you might think. Or, you just may need a wash before it fluffed back up. My hair usually took around a couple weeks before it got some life again.
Or, to give your relaxed hair fuller appearance, comb it forward (think Don King) and then comb it back lightly so as to not remove all the volume. (learned this from my stylist)
When your hair is straight it loses volume therefore appears "flat " and thin . You can try rollersetting to give it a bit of volume.
My hair is very full when in its natural state but its actually quite low in density so when i straighten it it flattens out and appears thinner.