a lot of mulches if allowed to totally dry out will be hydrophobic, causing water to run-off.
This isn't necessarily a bad thing, because the water presumably is running off the mulch and down into the soil or potting mix. Then once the soil/mix is wet, the dry-ish mulch should still act to help retain moisture, if for no other reason than blocking the sun.
If you keep the mulch moist, it will not have that repellent effect, i suspect.
I'm not sure you necessarily have a problem.
The only kind of mulch I would personally NOT use are:
synthetic/rubber mulches (little/no organic value)
un-mulched leaves (can create mats and block oxygen to the soil/roots)
walnut hulls (juglone - except if the plants are immune)