I'm a hairdresser, brushing the coat while wet it's absolutely fine and it will dry looking better too although it's best to brush a tail
Dry and it can rip out and break easier when wet as the hair is weaker
If I understand your question well, it is probably because if you use a brush on a wet horse, the dust on it will stuck to the hair.
If you gave him a shampoo, let him dry before using a brush or an onther product.
Hope this answers your question :)