It's deliberately baked gooey rather than dry — the cinnamon-sugar filling is meant to caramelize into a sticky mess that's eaten with your hands, not a fork.
A yeasted dough is rolled with butter, brown sugar and cinnamon, then coiled into a spiral and baked until the sugar caramelizes into a sticky glaze on the outside. Bakeries in the Zeeland town of Goes are especially known for it, selling them warm from the counter.