And, clearly, bond making reactions are exothermic.
For hydration of anhydrous copper sulfate:
$CuSO_4(s) + "excess water"$ $H_2O(l) rarr Cu^(2+)(aq) + SO_4^(2-)(aq)$
And this is clearly a chemical reaction, right down to the visible colour change observed. $Cu^(2+)(aq)$ is a coordination complex, that is probably $[Cu(OH_2)_6]^(2+)$.
On the other hand, when we take the blue hydrate, $CuSO_4*5H_2O$ and place it in water, strong ionic bonds between the sulfate and copper ions must be broken for dissolution.