Straightening with hair dryer - Not keeping my hair straight. HELP

Hi - I have been using a GHD hairdryer for years and recently upgraded to the Dyson hairdryer. I have naturally curly hair and blow dry it straight but when using the Dyson (with smoothing nozzle), my hair starts off straight but within a few hours, it becomes wavy and if I sleep on it, the curls returns. With the GHD hairdryer, my hair stayed straight. I dont use any products, just a heat protecting spray. I’ve tried using the different heat and speed settings on the Dyson but nothing works.  Not sure what I am doing wrong - is it because the Dyson uses less heat?  Please help.

Thanks