I've been working the Census most of this summer. Summer in North Carolina has been hellishly hot and humid. Lots and lots of walking through fields, lots in really dense woods, around large properties, etc. and just for the pure convenience, my hair's been straightened whenever I go out on runs.
Did I mention how hot it's been here this summer? Like so hot that you break a sweat just opening your door to step outside, hot.
I've not experienced any reversion unless of course you count getting soaked in heavy rains and T-storms which is what happened to me yesterday
I normally wear my straightened hair in 2 long ponytails down my back.
What I did to protect my hairline was make 2 skinny flat twists leading into the ponytails. I used 1/2 thick elastic band to band the ponys and either braided or twisted the loose hair and secure with another, smaller elastic.
The twists in front kept the hair line from sweating out (it's usually the first to go poof) and the ponys kept the rest of the hair tight against the scalp and stretched out so the heavy sweat wouldn't cause reversion.
I don't see why that couldn't work for those working out too.
HTH.