This question was posed by my biochemistry professor at the end of a class and then never answered.
What I've gathered is that:
It has something to do with the denaturing of a protein, since we were on the subject of denaturing that lecture.
It most likely involves gluten, because that's the main protein in wheat. And, from personal experience of making glue, gluten is very sticky.
The answer might involve hydrophilic/hydrophobic interactions, because those interactions are disturbed during the denaturing process.