Mine do that when I plant them, also. I sell hydrangeas in my nursery, and they are right outside in pots inn full sun. Another nursery sells them under shade cloth, and mine actually look better.
We're actually zone 6a---not counting last winter, so yours should do fine.
Bobo is a hydrangea paniculata, and they are hardy as heck. I can't recommend a better shrub, unless maybe Limelight.
