They start to absorb into your skin or something… and the result just looks awesome.
A couple of kinda severely rough pictures of what it looks like from behind:

After I figured out how to get the foam strips to behave more wildly:
Believe it or not, the hardest part of this was just trying to figure out how to get my hair into the right sort of bun to secure it to. I tried wearing it with my hair down in a ponytail and that led to utter mess in mere seconds — I guess I haven’t figured out how to rock the best of both worlds yet. After taking it all out later my hair is comically big from being rolled into a bun. Just can’t really go wrong here.
This whole piece weighs damn near nothing. It’s just really light and springy.