Since deep-frying involves submerging food in hot, liquid fat, it might take some time to get used to the idea that it's actually a form of dry-heat cooking.
But if you've ever seen the violent reaction of hot oil to even a tiny drop of water, you know that oil and water are a couple of opposites that want nothing to do with each other. Even though fat can take a liquid form, it really is considered a solid — thus dry heat.