I think it depends on the sheitelmacher.
I use one sheitelmacher whose wash and sets last a while. I occasionally use a different sheitelmacher whose wash and sets last a couple of weeks.
I don't know what they do differently to the wigs, I just see the difference in the upkeep.
Side note, in the winter a lot of wigs fall faster because they get brushed into/against the coats.
Ask the sheitel macher. Maybe there's something she can do differently next time.
It could be your sheitel doesn't hold certain styles well. if its naturally straight hair it may not hold curls well, and naturally curly sheitel may not hold straight styles well.
Maybe a hotter iron would also help? Deep conditioning? IDK, im not a pro.