Plus when you catch a fish the fish "slime" will take all the surface tension off the fly. You'll need to wash the fly if it sinks after catching a fish. Usually you can just hold it under the water and rub it gently with your fingers. A few false casts and your fly is dry again.
Speaking of false casts......Dry flys have a hackle that is wound on the fly. If you notice that your leader starts to twist it is because you are making false casts and not letting the leader unwind after your casts. Not much you can do about it except be aware of it and take the time to allow it to untwist every so often.