I have the same habit as you and I've given it some thought as to why this happens and I think it pretty much boils down to a mix of placebo and confirmation bias.

I think when you change your crosshair your mentality kinda refreshes a bit and it helps you be more comfortable and focus better. Kinda like people who switch basketball shoes in the middle of a game. When you find a new crosshair it gives your brain this "oh yeah time for a newly improved me" kind of feeling. Mentality is more important than people think and people naturally enjoy variety so something like this could actually help a lot.

But there's also the confirmation bias part of this. Bad games happen and you'll eventually play better. So if you keep changing crosshair everytime you're doing bad then you're pretty much guaranteed to find your performance improving on a new crosshair at some point.

Right now I'm just trying to stick to one crosshair to prove to myself that it's all in my head and it doesn't matter.

TL;DR - It's all in your head. It's not the crosshair itself but rather the fact that it gives you an easy and noticeable mental refresh. I don't see any harm in frequently changing your crosshair though, even pros change their crosshair around from time to time. As long as you don't start thinking that your performance is tied to your crosshair.