Why does subdural hemorrhage cause headaches?

Increased pressure. When a subdural hemorrhage occurs, the blood flows and first puts pressure on the soft tissues of the brain until they are fully compressed. The blood pressure then fills the dura mater, the tough sac that surrounds the brain. We think it is actually this stretching that is causing the headache. The pressure on the brain tissues causes the damage.
Go to ER. Bleeding due to subdural hemorrhage results in pressure on the nerves in the duramater (covering of the brain) resulting in headaches. They can have several other grave consequences from confusion, and seizures. If you had a head injury recently, you should go to er asap.