Why is the dissolution of anhydrous copper sulfate exothermic, and the dehydration of #CuSO_4*5H_2O# endothermic?
Well one reaction is bond making, and the other is bond breaking.
And, clearly, bond making reactions are exothermic.
For hydration of anhydrous copper sulfate:
And this is clearly a chemical reaction, right down to the visible colour change observed.
On the other hand, when we take the blue hydrate,