There are many different hot glues, not all have that property.

TIL.

Which ones have this property, and which ones do not? How do we tell them apart?

How do I identify the cheap hot glue that came with the cheap hot glue gun that I bought at Dollar General on a Saturday afternoon in 2021? It does this business just fine.

Not all hot glue comes in stick form for use in a glue gun. When I hear hot glue I first think of hide glue for example.

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The ones that don't have the property are expensive specialized/stronger glue sticks. If you stick to dollar general you don't have to think about it.