Don't apply heat protectant spray to soaking wet hair - that's probably your main issue. When your hair is dripping, the product can't distribute evenly and just sits on the surface in sticky clumps that create tangles as you dry. You need to towel-dry first until your hair is damp but not wet, then spray it lightly and comb through before blow-drying. Overusing the product makes it worse too, so less is more here.
Also consider whether you're blow-drying properly afterward. If you're using high heat on tangled, product-coated hair without detangling spray first, the heat seals in those tangles and makes them harder to work out later. Some heat protectants are heavier formulas that can weigh fine hair down and cause matting, so it might be worth trying a lightweight mist version instead of a cream.
You don't have to use heat protectant - plenty of people skip it without damage. But if you want to keep using one, make sure your application method is right: damp hair only, light spray, comb through, then blow-dry. If that doesn't help after a few tries, you're not losing anything by stopping.